Pumi, Guilherme; Valk, Marcio; Bisognin, Cleber; Bayer, Fábio Mariano; Prass, Taiane Schaedler Beta autoregressive fractionally integrated moving average models. (English) Zbl 1432.62312 J. Stat. Plann. Inference 200, 196-212 (2019). MSC: 62M10 62F12 62J12 PDF BibTeX XML Cite \textit{G. Pumi} et al., J. Stat. Plann. Inference 200, 196--212 (2019; Zbl 1432.62312) Full Text: DOI
Fokianos, Konstantinos; Kedem, Benjamin Partial likelihood inference for time series following generalized linear models. (English) Zbl 1051.62073 J. Time Ser. Anal. 25, No. 2, 173-197 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62J12 PDF BibTeX XML Cite \textit{K. Fokianos} and \textit{B. Kedem}, J. Time Ser. Anal. 25, No. 2, 173--197 (2004; Zbl 1051.62073) Full Text: DOI
Ispány, M.; Pap, G.; van Zuijlen, M. C. A. Asymptotic inference for nearly unstable INAR(1) models. (English) Zbl 1042.62080 J. Appl. Probab. 40, No. 3, 750-765 (2003). MSC: 62M10 62F12 62E20 60J80 PDF BibTeX XML Cite \textit{M. Ispány} et al., J. Appl. Probab. 40, No. 3, 750--765 (2003; Zbl 1042.62080) Full Text: DOI
Greenwood, P. E.; Wefelmeyer, W. Efficient estimation in a nonlinear counting-process regression model. (English) Zbl 0736.62073 Can. J. Stat. 19, No. 2, 165-178 (1991). Reviewer: E.Valkeila (Helsinki) MSC: 62M09 62G07 62G20 62J02 PDF BibTeX XML Cite \textit{P. E. Greenwood} and \textit{W. Wefelmeyer}, Can. J. Stat. 19, No. 2, 165--178 (1991; Zbl 0736.62073) Full Text: DOI
Greenwood, P. E.; Wefelmeyer, W. Efficiency of estimators for partially specified filtered models. (English) Zbl 0719.62050 Stochastic Processes Appl. 36, No. 2, 353-370 (1990). Reviewer: W.Stute (Gießen) MSC: 62G07 62G20 62G05 62M09 PDF BibTeX XML Cite \textit{P. E. Greenwood} and \textit{W. Wefelmeyer}, Stochastic Processes Appl. 36, No. 2, 353--370 (1990; Zbl 0719.62050) Full Text: DOI
Sørensen, Michael On quasi likelihood for semimartingales. (English) Zbl 0714.62075 Stochastic Processes Appl. 35, No. 2, 331-346 (1990). Reviewer: C.C.Heyde MSC: 62M09 60G48 62F10 PDF BibTeX XML Cite \textit{M. Sørensen}, Stochastic Processes Appl. 35, No. 2, 331--346 (1990; Zbl 0714.62075) Full Text: DOI