Discrete-Valued Time Series
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: [Erscheinungsort nicht ermittelbar] : MDPI - Multidisciplinary Digital Publishing Institute, 2024Description: 1 Online-Ressource (1 electronic resource 222 p.)ISBN:- 9783725804771
- 9783725804788
- Mathematics and Science
- Mathematics
- Applied mathematics
- Bayesian estimation
- Bayesian filtering
- CMPB thinning operator
- CMPBAR model
- Granger causality
- INAR bootstrap
- INAR(1) process
- INARCH model
- INGARCH
- INMA(1) process
- Kalmykov order
- Poisson INAR(1) model
- TP2 transition probability matrix
- Yule–Walker equations
- autoregressive model
- bounded time series
- censored time series
- conditional distribution
- conditional mutual information
- convolution closed infinitely divisible
- count time series
- discrete-time Markov chain
- discrete-valued time series
- dynamic structure
- equi-dispersion
- ergodicity
- financial complex network
- integer-valued time series
- interval estimation
- iterated extended Kalman filter
- mixed embedding
- n onlinear state space model
- observation-driven
- over-dispersion
- partial autocorrelation function
- risk model
- robust estimation
- ruin probability
- run length
- saddlepoint approximation
- singular value decomposition
- statistical process control
- stochastic premiums
- symbol sequences
- thinning operator
- thinning-based model
- time series of counts
- under-dispersion
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eng