Pages that link to "Item:Q3466887"

The following pages link to A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887):

Displaying 9 items.

• Bootstrapping INAR models (Q61791) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)