Negative Binomial Autoregressive Process with Stochastic Intensity.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 225, doi. 10.1111/jtsa.12441
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2019 AND VI 40 AND IP 2
Results: 7
1
2
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 256, doi. 10.1111/jtsa.12440
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- Publication type:
- Article
3
On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 203, doi. 10.1111/jtsa.12435
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- Publication type:
- Article
4
Clustering Multiple Time Series with Structural Breaks.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 182, doi. 10.1111/jtsa.12434
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- Publication type:
- Article
5
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 248, doi. 10.1111/jtsa.12407
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- Publication type:
- Article
6
Sampling, Embedding and Inference for CARMA Processes.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 163, doi. 10.1111/jtsa.12433
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- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 2, p. 161, doi. 10.1111/jtsa.12412
- Publication type:
- Article