Pages that link to "Item:Q5030949"
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The following pages link to Periodic autoregressive conditional duration (Q5030949):
Displaying 5 items.
- Periodic autoregressive stochastic volatility (Q2412761) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models (Q6060899) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)