Pages that link to "Item:Q2244527"
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The following pages link to A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527):
Displaying 7 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
- Existence of a periodic and seasonal INAR process (Q6636851) (← links)
- Count network autoregression (Q6641047) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
