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Estimation for a class of generalized state-space time series models JOURNAL ARTICLE published December 2002 in Statistics & Probability Letters |
Observation-driven generalized state space models for categorical time series JOURNAL ARTICLE published December 2009 in Statistics & Probability Letters |
3 Generalized State-Space Models BOOK CHAPTER published 18 February 1999 in Asymptotics, Nonparametrics, and Time Series |
Estimation in a class of nonlinear heteroscedastic time series models JOURNAL ARTICLE published 1 January 2008 in Electronic Journal of Statistics |
State Space Models OTHER published 5 August 2002 in Regression Models for Time Series Analysis |
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics |
GMM Estimation of Time Series Models BOOK CHAPTER published 13 April 1999 in Generalized Method of Moments Estimation |
Time Series Following Generalized Linear Models OTHER published 5 August 2002 in Regression Models for Time Series Analysis |
State-Space Models BOOK CHAPTER published 2002 in Introduction to Time Series and Forecasting |
Inference for a Class of Causal Spatial Models BOOK CHAPTER published 1996 in Athens Conference on Applied Probability and Time Series Analysis |
Non-Gaussian bifurcating models and quasi-likelihood estimation JOURNAL ARTICLE published 2004 in Journal of Applied Probability |
Efficient likelihood estimation in state space models JOURNAL ARTICLE published 1 August 2006 in The Annals of Statistics |
Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics |
Asymptotic optimal inference for a class of nonlinear time series models JOURNAL ARTICLE published May 1993 in Stochastic Processes and their Applications |
Estimation of Time Series Parameters BOOK CHAPTER published 2002 in Predictions in Time Series Using Regression Models |
Time Invariant State Space Models BOOK CHAPTER published 2016 in Multivariate Time Series With Linear State Space Structure |
Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models |
Estimation of time series models using residuals dependence measures JOURNAL ARTICLE published 1 October 2022 in The Annals of Statistics |
State Space Models for Count Time Series BOOK CHAPTER published 6 January 2016 in Handbook of Discrete-Valued Time Series |
Spatial asymptotics for the parabolic Anderson models with generalized time–space Gaussian noise JOURNAL ARTICLE published 1 March 2016 in The Annals of Probability |