Pages that link to "Item:Q1647625"
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The following pages link to Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625):
Displaying 13 items.
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
- Seasonal count time series (Q6135336) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391) (← links)
