The following pages link to Manuel G. Scotto (Q1622082):
Displaying 40 items.
- (Q462866) (redirect page) (← links)
- Cross-entropy estimation in technical efficiency analysis (Q462867) (← links)
- Extremes of integer-valued moving average sequences (Q619154) (← links)
- On the extremal behavior of sub-sampled solutions of stochastic difference equations (Q701338) (← links)
- A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095) (← links)
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations. (Q1423218) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- The max-BARMA models for counts with bounded support (Q1726724) (← links)
- Wavelet-based clustering of sea level records (Q1788888) (← links)
- On the asymptotic location of high values of a stationary sequence (Q1871363) (← links)
- Additive outliers in INAR(1) models (Q1928361) (← links)
- Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
- The max-INAR(1) model for count processes (Q2273024) (← links)
- On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations (Q2485834) (← links)
- On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails (Q2488449) (← links)
- On the non-negative first-order exponential bilinear time series model (Q2493856) (← links)
- Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- Integer-Valued Self-Exciting Threshold Autoregressive Processes (Q2920072) (← links)
- (Q2923419) (← links)
- Non-Linear Time Series (Q2924864) (← links)
- (Q2925445) (← links)
- (Q2990089) (← links)
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- On the Choice of the Ridge Parameter: A Maximum Entropy Approach (Q3072396) (← links)
- Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators (Q3178520) (← links)
- (Q3540676) (← links)
- A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers (Q3578978) (← links)
- Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations (Q4827963) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
- Extreme value and cluster analysis of European daily temperature series (Q5124961) (← links)
- (Q5206134) (← links)
- (Q5429810) (← links)
- Optimal Alarm Systems for Count Processes (Q5494950) (← links)
- On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs (Q6464045) (← links)