Pages that link to "Item:Q2274940"
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The following pages link to Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940):
Displaying 12 items.
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- Existence of a periodic and seasonal INAR process (Q6636851) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
