The following pages link to Integer-Valued GARCH Process (Q3505313):
Displaying 50 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Modelling time series of counts with overdispersion (Q257536) (← links)
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Forecasting emergency medical service call arrival rates (Q641084) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← 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)
- Understanding the stochastic partial differential equation approach to smoothing (Q782712) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Interventions in GARCE branching processes with application to Ebola virus data (Q1657817) (← 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)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- On eigenvalues of the transition matrix of some count-data Markov chains (Q1707062) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← 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)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- A Skellam GARCH model (Q1994038) (← links)
