Browsing All of EconStor by Author Czado, Claudia

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Year of PublicationTitleAuthor(s)
2003 Regression models for ordinal valued time series: applications in high frequency finance and medicineMüller, Gernot J.; Czado, Claudia; Antes, Stefan; Rottenwallner, Martin
2003 Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed GraphsCzado, Claudia; Högn, Ralph
2003 The inception selection effect of diagnosis in a German long term care portfolioCzado, Claudia; Gschlößl, Susanne
2004 Statistical analysis of absolute transaction price changes of optionsCzado, Claudia; Kolbe, Andreas
2004 Modeling transport mode decisions using hierarchical binary spatial regression models with cluster effectsCzado, Claudia; Prokopenko, Sergiy
2004 Empirical study of intraday option price changes using extended count regression modelsCzado, Claudia; Kolbe, Andreas
2004 Calculation of LTC Premiums based on direct estimates of transition probabilitiesHelms, Florian; Czado, Claudia; Gschlößl, Susanne
2004 Bayesian Poisson log-bilinear mortality projectionsCzado, Claudia; Delwarde, Antoine; Denuit, Michel
2005 Modelling count data with overdispersion and spatial effectsGschlößl, Susanne; Czado, Claudia
2005 Modeling migraine severity with autoregressive ordered probit modelsCzado, Claudia; Heyn, Anette; Müller, Gernot J.
2005 Mixed effect model for absolute log returns of ultra high frequency dataHaug, Stephan; Czado, Claudia
2005 Introducing and evaluating a Gibbs sampler for spatial Poisson regression modelsGschlößl, Susanne; Czado, Claudia
2005 Spatial modelling of claim frequency and claim size in insuranceGschlößl, Susanne; Czado, Claudia
2005 Multiresolution analysis of long time series with applications to financeHögn, Ralph; Czado, Claudia
2005 Modeling migraine severity with autoregressive ordered probit modelsCzado, Claudia; Heyn, Anette; Müller, Gernot J.
2005 Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?Gschlößl, Susanne; Czado, Claudia
2005 Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regressionCzado, Claudia; Min, Aleksey
2006 Stochastic volatility models for ordinal valued time series with application to financeMüller, Gernot J.; Czado, Claudia
2006 Testing for zero-modification in count regression modelsCzado, Claudia; Min, Aleksey
2006 Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing ratesCzado, Claudia; Erhardt, Vinzenz; Min, Aleksey