The following pages link to (Q3922034):
Displaying 50 items.
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Predictive analytics model for healthcare planning and scheduling (Q323123) (← links)
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Time series regression for zero-inflated and overdispersed count data: a functional response model approach (Q777816) (← links)
- Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
- State space mixed models for longitudinal observations with binary and binomial responses (Q840936) (← links)
- Autoregressive processes with normal-Laplace marginals (Q951199) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Hidden Markov models for alcoholism treatment trial data (Q977644) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Generalized gamma convolutions and complete monotonicity (Q1121584) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Accounting for missing values in score-driven time-varying parameter models (Q1672734) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- Exact Bayesian designs for count time series (Q1727929) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- A Thurstonian analysis of preference change (Q1867356) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- An autoregressive process with geometric \(\alpha\)-Laplace marginals (Q1884788) (← links)
- Trend analysis: Binary-valued and point cases (Q1911123) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Limit theorems for regression models of time series of counts (Q1971381) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- The dimension-wise quadrature estimation of dynamic latent variable models for count data (Q2084070) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
