scientific article; zbMATH DE number 2206035
From MaRDI portal
Publication:5317342
zbMath1069.62540MaRDI QIDQ5317342
Richard A. Davis, William T. M. Dunsmuir, Ying Wang
Publication date: 16 September 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Statistical inference for first-order random coefficient integer-valued autoregressive processes, Useful models for time series of counts or simply wrong ones?, Randomly shifted lattice rules for unbounded integrands, On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics, Maximum likelihood estimation of the DDRCINAR(p) model, First-order integer-valued autoregressive process with Markov-switching coefficients, Blockwise empirical likelihood for time series of counts, First-order random coefficient integer-valued autoregressive processes, The ARMA alphabet soup: a tour of ARMA model variants, On latent process models in multi-dimensional space, On variance estimation in a negative binomial time series regression model, A Poisson geometric process approach for predicting drop-out and committed first-time blood donors, Absolute regularity and ergodicity of Poisson count processes, Quasi-Monte Carlo for highly structured generalised response models, Limit theorems for regression models of time series of counts, Some recent progress in count time series, Feasible parameter regions for alternative discrete state space models, First-order observation-driven integer-valued autoregressive processes, Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights, On Estimation of the Bivariate Poisson INAR Process, Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions, Variable selection in sparse GLARMA models, Modeling, simulation and inference for multivariate time series of counts using trawl processes, Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes, General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator, MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS, Time series of count data: Modeling, estimation and diagnostics, Modelling Poisson marked point processes using bivariate mixture transition distributions, Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model, An analysis of Chinese Super League partial results, Necessary and sufficient conditions for the identifiability of observation‐driven models, Time series of count data: a review, empirical comparisons and data analysis, Indirect inference for time series using the empirical characteristic function and control variates, Maximum likelihood estimation for an observation driven model for Poisson counts, Estimation for a class of generalized state-space time series models.