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Collection : University Of Nis Language : english Language : greek, modern (1453-) Language : uzbek Subject : 62m10

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Academic Journal

A COMBINED SDLINAR(p) MODEL AND IDENTIFICATION AND PREDICTION OF ITS LATENT COMPONENTS

Authors : Djordjevic, Miodrag S.

Subjects: SDLINAR(p); INAR(p); Skew discrete Laplace distribution

Source: Facta Universitatis, Series: Mathematics and Informatics; Vol 31, No 5 (2016); 919-946 ; 2406-047X ; 0352-9665

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Academic Journal

Random coefficient bivariate INAR(1) process

Authors : Popović, Predrag

Subjects: INAR model; binomial thinning; random coefficients

Source: Facta Universitatis, Series: Mathematics and Informatics; Vol 30, No 3 (2015); 263-280 ; 2406-047X ; 0352-9665

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Academic Journal

AN APPLICATION OF THE ECF METHOD AND NUMERICAL INTEGRATION IN ESTIMATION OF THE STOCHASTIC VOLATILITY MODELS

Authors : Milovanovic, Gradimir; Popovic, Biljana; Stojanovic, Vladica

Subjects: SV models; ECF estimation; numerical integration

Source: Facta Universitatis, Series: Mathematics and Informatics; Vol 29, No 3 (2014); 295-311 ; 2406-047X ; 0352-9665

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Academic Journal

On suitability of negative binomial marginals and geometric counting sequence in some applications of Combined INAR(p) model

Authors : Nastić, Aleksandar S.

Subjects: INAR$(p)$ model; Negative Binomial distribution; Estimation

Source: Facta Universitatis, Series: Mathematics and Informatics; Vol 29, No 1 (2014); 25-42 ; 2406-047X ; 0352-9665

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