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On forecasting counts
Sutradhar, Brajendra - In: Journal of forecasting 27 (2008) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003738576
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Exact maximum likelihood estimation for the mixed analysis of variance model with autocorrelated errors
Sutradhar, Brajendra - In: The statistician : journal of the Institute of Statisticians 39 (1990) 1, pp. 3-9
Persistent link: https://www.econbiz.de/10001085558
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Modelling the dependence structure of MUR/USD and MUR/INR exchange rates using copula
Jowaheer, Vandna; Ameerudden, Nafeessah Z. B. - In: International journal of economics and financial issues … 2 (2012) 1, pp. 27-32
Persistent link: https://www.econbiz.de/10009506608
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Analyzing the full BINMA time series process using a robust GQL approach
Khan, Naushad Mamode; Sunecher, Yuvraj; Jowaheer, Vandna - In: Journal of time series econometrics 9 (2017) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011701897
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Modelling with dispersed bivariate moving average processes
Sunecher, Yuvraj; Khan, Naushad Mamode; Jowaheer, Vandna - In: Journal of time series econometrics 11 (2019) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012022812
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A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Khan, Naushad Mamode; Sunecher, Yuvraj; Jowaheer, Vandna - In: Journal of time series econometrics 10 (2018) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10011898006
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Variance estimation for systematic sampling when autocorrelation is present
Bellhouse, David R. - In: The statistician : journal of the Institute of Statisticians 37 (1988) 3, pp. 327-332
Persistent link: https://www.econbiz.de/10001053578