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Publications by Bas J.M. Werker

Note on Integer-Valued Bilinear Time Series Models

Statistics and Probability Letters

English

Related publications

Integer-Valued Time Series

SSRN Electronic Journal

English

Poisson Quasi-Maximum Likelihood Estimator-Based CUSUM Test for Integer-Valued Time Series

Journal of Mathematics and Statistics

English

Stochastic Volatility Models for Ordinal-Valued Time Series With Application to Finance

Statistical Modelling

English

Measuring the Forecast Performance of GARCH and Bilinear-Garch Models in Time Series Data

American Journal of Applied Mathematics

English

Identification of Stable Elementary Bilinear Time-Series Model

Archives of Control Sciences

English

Integer-Valued Polynomials on Algebras: A Survey

Actes des rencontres du CIRM

English

Integer-Valued Entire Functions

Transactions of the American Mathematical Society

Applied Mathematics

English

Prediction Regions for Interval-Valued Time Series

Journal of Applied Econometrics

Social Sciences

English

A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation

Scandinavian Journal of Statistics

English