Pages that link to "Item:Q5750035"
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The following pages link to First-order autoregressive models for gamma and exponential processes (Q5750035):
Displayed 15 items.
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
- Bivariate semi \(\alpha \)-Laplace distribution and processes (Q1015457) (← links)
- Point processes with correlated gamma interarrival times (Q1200748) (← links)
- Markovian chi-square and gamma processes (Q1202285) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Transform martingale estimating functions (Q2466679) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- Lindley first-order autoregressive model with applications (Q2817129) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- Estimation on a GAR(1) Process by the EM Algorithm (Q3526950) (← links)
- A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1)) (Q3631436) (← links)
- First order autoregressive time series with negative binomial and geometric marginals (Q4202678) (← links)
- Zero-modified count time series with Markovian intensities (Q6076568) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)