Narrow search
Showing 1 - 5 of 5
Cover Image
Micro and macro data in statistical inference on Markov chains
Rosenqvist, Gunnar - 1986
Persistent link: https://www.econbiz.de/10000693537
Cover Image
Clustering on the main diagonal in Markov chains
Rosenqvist, Gunnar - In: A spectrum of statistical thought : essays in …, (pp. 213-226). 1991
Persistent link: https://www.econbiz.de/10001311799
Cover Image
Testing Linearity Against Nonlinear Moving Average Models
Brannas, Kurt; De Gooijer, Jan G.; Teräsvirta, Timo - 1998
Lagrange multiplier (LM) test statistics are derived for testing a linear moving average model against an asymmetric moving average model and an LM type test for testing the same model against an additive smooth transition moving average model. The latter model is introduced in the paper. The...
Persistent link: https://www.econbiz.de/10014080852
Cover Image
Estimation of the transition probabilities of the simple Markov model from micro data - a regression analytic approach
Rosenqvist, Gunnar - 1981
Persistent link: https://www.econbiz.de/10003629175
Cover Image
Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
Rosenqvist, Gunnar - 1981
Persistent link: https://www.econbiz.de/10003629180