Product autoregressive models for non-negative variables-Reference-Cited by-同舟云学术

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Product autoregressive models for non-negative variables

Published:2012-08 Issue:8 Volume:82 Page:1530-1537
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Abraham B.,Balakrishna N.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Balakrishna, N., Lawrance, A.J., 2012. Development of product autoregressive models. Journal of Indian Statistical Association. The Golden Jubilee Issue (in press).

2. The stochastic conditional duration model: a latent factor model for the analysis of financial durations;Bauwens;Journal of Econometrics,2004

3. Statistical Inference for Markov Processes;Billingsley,1961

4. Probability;Breiman,1968

5. New frontiers for ARCH models;Engle;Journal of Applied Econometrics,2002

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1. Zero-modified count time series with Markovian intensities;Journal of Statistical Planning and Inference;2024-03

2. Some Non-linear AR-type Models for Non-Gaussian Time Series;Non-Gaussian Autoregressive-Type Time Series;2021

3. Basics of Time Series;Non-Gaussian Autoregressive-Type Time Series;2021

4. Stochastic volatility generated by product autoregressive models;Stat;2019-01

5. Elements of Nonlinear Time Series Analysis and Forecasting;Springer Series in Statistics;2017

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