Pages that link to "Item:Q3440765"
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The following pages link to Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765):
Displayed 48 items.
- Some geometric mixed integer-valued autoregressive (INAR) models (Q434724) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- The combined \(\mathrm{INAR}(p)\) models for time series of counts (Q947183) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Model selection for time series of count data (Q1662312) (← links)
- Generalized random environment INAR models of higher order (Q1744142) (← links)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- A new mixed first-order integer-valued autoregressive process with Poisson innovations (Q2068893) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Random environment integer-valued autoregressive process (Q2789393) (← links)
- A note on an integer valued time series model with Poisson–negative binomial marginal distribution (Q2807662) (← links)
- Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology (Q2854359) (← links)
- A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
- Efficient order selection algorithms for integer-valued ARMA processes (Q3077639) (← links)
- Count Data Time Series Models Based on Expectation Thinning (Q3161159) (← links)
- A New Class of Autoregressive Models for Time Series of Binomial Counts (Q3622061) (← links)
- An INAR(1) model based on a mixed dependent and independent counting series (Q4960545) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
- On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
- Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
- Improved estimation for Poisson INAR(1) models (Q5220877) (← links)
- A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes (Q6074372) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)