Pages that link to "Item:Q1616703"
From MaRDI portal
The following pages link to A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703):
Displaying 21 items.
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Bivariate Time Series Modeling of Financial Count Data (Q3424164) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q5006016) (← links)
- Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← 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)
- Softplus negative binomial network autoregression (Q6548909) (← links)
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application (Q6564297) (← links)
- Stationary count time series models (Q6602104) (← links)
