Pages that link to "Item:Q5247943"
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The following pages link to A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943):
Displaying 9 items.
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
- Stationary count time series models (Q6602104) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
