Comment on: Subsampling weakly dependent time series and application to extremes
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 20 (2011)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Brännäs, Kurt & Hellström, Jörgen, 1999.
"Generalized Integer-Valued Autoregression,"
UmeÃ¥ Economic Studies
501, Umeå University, Department of Economics.
- R. K. Freeland & B. P. M. McCabe, 2004. "Analysis of low count time series data by poisson autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 701-722, 09.
- McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.
- Ulf Böckenholt, 2003. "Analysing state dependences in emotional experiences by dynamic count data models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(2), pages 213-226.
- Politis, D. N. & Romano, Joseph P. & Wolf, Michael, 1997. "Subsampling for heteroskedastic time series," Journal of Econometrics, Elsevier, vol. 81(2), pages 281-317, December.
- Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
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