Tagore, Vickneswary; Zheng, Nan; Sutradhar, Brajendra C. Inferences in stochastic volatility models: a new simpler way. (English) Zbl 1407.62329 Sutradhar, Brajendra C. (ed.), Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John’s, Canada, July 6–8, 2015. Cham: Springer. Lect. Notes Stat. 218, 97-131 (2016). MSC: 62M10 62P05 62E15 PDFBibTeX XMLCite \textit{V. Tagore} et al., Lect. Notes Stat. 218, 97--131 (2016; Zbl 1407.62329) Full Text: DOI
Tagore, Vickneswary; Sutradhar, Brajendra C. Conditional inference in linear versus nonlinear models for binary time series. (English) Zbl 1186.62110 J. Stat. Comput. Simulation 79, No. 7, 881-897 (2009). MSC: 62M10 65C60 62F10 62J02 PDFBibTeX XMLCite \textit{V. Tagore} and \textit{B. C. Sutradhar}, J. Stat. Comput. Simulation 79, No. 7, 881--897 (2009; Zbl 1186.62110) Full Text: DOI