Found 56 Documents (Results 1–56)
Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
On integrated \(L^1\) convergence rate of an isotonic regression estimator for multivariate observations. (English) Zbl 1452.62282
Multivariate count autoregression. (English) Zbl 1456.62155
Reviewer: Oleksandr Kukush (Kyïv)
An updated literature review of distance correlation and its applications to time series. (English) Zbl 07763645
MSC:
62-XX
On categorical time series models with covariates. (English) Zbl 1431.62370
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
Testing independence for multivariate time series via the auto-distance correlation matrix. (English) Zbl 07072416
MSC:
62P10
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. (English) Zbl 1366.62173
Robust estimation methods for a class of log-linear count time series models. (English) Zbl 1510.62362
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. (English) Zbl 1349.62409
Likelihood estimation for the INAR(\(p\)) model by saddlepoint approximation. (English) Zbl 1373.62453
Estimation and testing linearity for non-linear mixed Poisson autoregressions. (English) Zbl 1327.62456
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. (English) Zbl 1464.60029
Interventions in log-linear Poisson autoregression. (English) Zbl 07257881
MSC:
62-XX
Proceedings of COMPSTAT 2012 – 20th international conference on computational statistics, Limassol, Cyprus, August 27–31, 2012. (English) Zbl 1377.62026
The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing (ISBN 978-90-73592-32-2). xi, 895 p. (2012).
Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62167
MSC:
62M10
On weak dependence conditions: the case of discrete valued processes. (English) Zbl 1254.60036
Stat. Probab. Lett. 82, No. 11, 1941-1948 (2012); corrigendum ibid. 83, No. 2, 674-675 (2013).
On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109
Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013).
Poisson autoregression. (English) Zbl 1205.62130
MSC:
62M10
Safe density ratio modeling. (English) Zbl 1170.62049
Inference for the relative treatment effect with the density ratio model. (English) Zbl 07257677
MSC:
62-XX
Density ratio model selection. (English) Zbl 1127.62035
Merging information for semiparametric density estimation. (English) Zbl 1059.62028
MSC:
62G07
65C60
Partial likelihood inference for time series following generalized linear models. (English) Zbl 1051.62073
Reviewer: A. D. Borisenko (Kyïv)
Box-Cox transformation for semiparametric comparison of two samples. (English) Zbl 05280098
Haitovsky, Yoel (ed.) et al., Foundations of statistical inference. Proceedings of the Shoresh conference 2000, Shoresh Holiday Resort, Israel, December 17-21, 2000. Heidelberg: Physica-Verlag. Contrib. Stat., 131-139 (2003).
MSC:
62-XX
Regression models for time series analysis. (English) Zbl 1011.62089
Hoboken, NJ: Wiley-Interscience. xiv, 337 p. (2002).
Reviewer: Jiří Anděl (Praha)
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