Narrow search
Showing 1 - 10 of 16
Cover Image
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
Cover Image
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
Cover Image
Prediction and control for a time series count data model
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000854992
Cover Image
Count data models : estimator performance and applications
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000871988
Cover Image
Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
Cover Image
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
Cover Image
Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt; DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000958691
Cover Image
Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt; Hellström, Jörgen - 1998
Persistent link: https://www.econbiz.de/10000993162
Cover Image
Using moving blocks bootstrap to test for the presence of a positive Lyapunov exponent in a time series
Bask, Mikael - 1997
Persistent link: https://www.econbiz.de/10000967465
Cover Image
Least squares estimation of a zero-truncated count data regression model
Brännäs, Kurt - 1997
Persistent link: https://www.econbiz.de/10000967466