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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+ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
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+A time series approach to the study of the simple subcritical Galton–Watson process with immigration
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