Pages that link to "Item:Q4455925"
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The following pages link to Constructing First Order Stationary Autoregressive Models via Latent Processes (Q4455925):
Displaying 27 items.
- Gibbs sampling, exponential families and orthogonal polynomials (Q900452) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Stationary mixture transition distribution (MTD) models via predictive distributions (Q997299) (← links)
- Observation-driven generalized state space models for categorical time series (Q1041704) (← links)
- A first-order stationary Markov class A transition density (Q1358686) (← links)
- General dependence structures for some models based on exponential families with quadratic variance functions (Q2084716) (← links)
- Modelling correlated bivariate binary data: a comparative view (Q2089360) (← links)
- Beta-binomial stick-breaking non-parametric prior (Q2180069) (← links)
- On a flexible construction of a negative binomial model (Q2322638) (← links)
- A fleming-Viot process and Bayesian nonparametrics (Q2467111) (← links)
- Extended constructions of stationary autoregressive processes (Q2494877) (← links)
- Time-varying sparsity in dynamic regression models (Q2512529) (← links)
- Claims reserving: A correlated Bayesian model (Q2518539) (← links)
- Lindley first-order autoregressive model with applications (Q2817129) (← links)
- Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
- On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions (Q3296436) (← links)
- On the construction of stationary AR(1) models via random distributions (Q3396484) (← links)
- A Note on Whittle's Likelihood (Q3424293) (← links)
- Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model (Q4987541) (← links)
- Duality for a class of continuous-time reversible Markov models (Q4987653) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable (Q5093984) (← links)
- Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (Q5220908) (← links)
- Exponential Growth of Bifurcating Processes with Ancestral Dependence (Q5262453) (← links)
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach (Q5487363) (← links)
- Poisson-Driven Stationary Markov Models (Q6623220) (← links)
- On the construction of stationary processes and random fields (Q6641509) (← links)
