Pages that link to "Item:Q5392687"
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The following pages link to Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (Q5392687):
Displaying 4 items.
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
