Pages that link to "Item:Q3865247"
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The following pages link to An autoregressive model for multilag Markov chains (Q3865247):
Displayed 16 items.
- Updating Markov chain models using the ensemble Kalman filter (Q536589) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- \(\mathcal{G}\)-inhomogeneous Markov systems of high order (Q973027) (← links)
- A higher order Markov model for analyzing covariate dependence (Q1031632) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Time series analysis of categorical data using auto-mutual information (Q2390467) (← links)
- Auto-association measures for stationary time series of categorical data (Q2513938) (← links)
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models (Q2575561) (← links)
- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES (Q3040373) (← links)
- Some Results on the Estimation of a Higher Order Markov Chain (Q3489222) (← links)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472) (← links)