Handbook of Discrete-Valued Time Series by Richard A. Davis

Handbook of Discrete-Valued Time Series Richard A. Davis ebook
Publisher: Taylor & Francis
Page: 492
Format: pdf
ISBN: 9781466577732

Model for discrete valued time series is proposed in the context of Hasbrouck, J., Analysis of Transaction Price Data, Forthcoming in The Handbook of. For Bayesian inference of high-dimensional dependent count-valued data. Buy Handbook of Discrete-Valued Time Series (Chapman & Hall/CRC Handbooks of Modern Statistical Methods) by Richard A. McFadden, editors, Handbook of Econometrics, Val. An integer-valued pth-order autoregressive struc- ture (INAR(p)) process. ( Submitted) Handbook of Discrete-Valued Time Series. Discrete time series generated by mixtures. 1 of 5 stars2 of 5 stars3 of 5 stars4 of 5 stars5 of 5 stars. The book was edited by Richard A. Time series subject to Markov mean and variance shifts. Official Full-Text Publication: Integer‐valued time series on ResearchGate, the professional network for scientists. A new book entitled Handbook of Discrete-Valued Time Series, will be published by Chapman and Hall/CRC in 2015.