The following pages link to (Q3074772):
Displaying 13 items.
- The dimension-wise quadrature estimation of dynamic latent variable models for count data (Q2084070) (← links)
- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse (Q2122815) (← links)
- Analysis of dependent data aggregated into intervals (Q2237827) (← links)
- Maximum likelihood estimation of a latent variable time-series model (Q2722282) (← links)
- On composite likelihood estimation of a multivariate INAR(1) model (Q2852492) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- Bayesian methods for time series of count data (Q5082831) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Modeling Compositional Time Series with Vector Autoregressive Models (Q5369573) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- Composite T-process regression models (Q6113639) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
