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07/05/2023
Extending the Dixon and Coles model: an application to women's football data
The prevalent model by Dixon and Coles (1997) extends the double Poisson...
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02/13/2023
Nonparametric estimation of multivariate hidden Markov models using tensor-product B-splines
For multivariate time series driven by underlying states, hidden Markov ...
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02/21/2022