A simple parameter‐driven binary time series model-Reference-Cited by-同舟云学术

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A simple parameter‐driven binary time series model

Published:2019-11-06 Issue:2 Volume:39 Page:187-199
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Lu Yang¹^ORCID

Affiliation:

1. Department of Economics (CEPN)University of Paris 13 Villetaneuse France

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2621

Reference42 articles.

1. State space mixed models for binary responses with scale mixture of normal distributions links

2. Counting process models for life history data: A review;Andersen P. K.;Scandinavian Journal of Statistics,1985

3. Estimating value-at-risk: a point process approach

4. Extreme-quantile tracking for financial time series

5. High-frequency financial data modeling using Hawkes processes

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting binary outcomes in soccer;Annals of Operations Research;2021-08-11

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