Smoothing non-Gaussian time series with autoregressive structure. (Q1275101): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Explicit stationary distributions for some galton-watson processes with immigration
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+Time series: theory and methods.
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+ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
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+First-order autoregressive gamma sequences and point processes
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+Choice of bandwidth for kernel regression when residuals are correlated
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+Estimation theory for growth and immigration rates in a multiplicative process
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+Non-negative time series models for dry river flow
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+NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Model Checking via Parametric Bootstraps in Time Series Analysis
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+ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
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+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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+Publication:1275101