scientific article; zbMATH DE number 2206035

zbMATH Open1069.62540MaRDI QIDQ5317342FDOQ5317342

Authors: Richard A. Davis, Ying Wang, William T. M. Dunsmuir 

Publication date: 16 September 2005

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (35)

• Feasible parameter regions for alternative discrete state space models
• Multivariate long-memory cohort mortality models
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• First-order observation-driven integer-valued autoregressive processes
• Necessary and sufficient conditions for the identifiability of observation‐driven models
• Time series of count data: a review, empirical comparisons and data analysis
• Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
• Maximum likelihood estimation for an observation driven model for Poisson counts
• Useful models for time series of counts or simply wrong ones?
• Absolute regularity and ergodicity of Poisson count processes
• Time series of count data: Modeling, estimation and diagnostics
• Modelling Poisson marked point processes using bivariate mixture transition distributions
• Limit theorems for regression models of time series of counts
• Some recent progress in count time series
• Indirect inference for time series using the empirical characteristic function and control variates
• Quasi-Monte Carlo for highly structured generalised response models
• A Poisson geometric process approach for predicting drop-out and committed first-time blood donors
• Estimation for a class of generalized state-space time series models.
• On latent process models in multi-dimensional space
• On variance estimation in a negative binomial time series regression model
• Variable selection in sparse GLARMA models
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
• First-order random coefficient integer-valued autoregressive processes
• On Estimation of the Bivariate Poisson INAR Process
• Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• First-order integer-valued autoregressive process with Markov-switching coefficients
• On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
• Blockwise empirical likelihood for time series of counts
• An analysis of Chinese Super League partial results
• Randomly shifted lattice rules for unbounded integrands
• Modeling, simulation and inference for multivariate time series of counts using trawl processes
• The ARMA alphabet soup: a tour of ARMA model variants
• Maximum likelihood estimation of the DDRCINAR(p) model

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