Pages that link to "Item:Q257536"

The following pages link to Modelling time series of counts with overdispersion (Q257536):

Displaying 44 items.

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• Modelling interventions in INGARCH processes (Q2804921) (← links)
• Detection of Changes in INAR Models (Q2833353) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004) (← links)
• A negative binomial integer-valued GARCH model (Q4979080) (← links)
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
• Detection of excessive activities in time series of graphs (Q5036975) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (Q5086307) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
• Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
• Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)
• Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
• Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831) (← links)
• (Q6123715) (← links)
• (Q6142212) (← links)
• Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
• Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)