Pages that link to "Item:Q712525"

The following pages link to On weak dependence conditions: the case of discrete valued processes (Q712525):

Displaying 13 items.

• Bootstrapping INAR models (Q61791) (← links)
• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• Mixing properties and central limit theorem for associated point processes (Q2419655) (← links)
• Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
• Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
• Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)