Self-excited hysteretic negative binomial autoregression (Q2218622): Difference between revisions

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+Poisson QMLE of Count Time Series Models
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+Normal rank
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+Time series: theory and methods.
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+Martingale Central Limit Theorems
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+QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
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+Weakly dependent chains with infinite memory
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+On weak dependence conditions for Poisson autoregressions
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+Q4331760
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+Integer-Valued GARCH Process
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+Poisson Autoregression
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+Normal rank
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+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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+Negative binomial and mixed poisson regression
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+Hysteretic autoregressive time series models
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+Robust closed-form estimators for the integer-valued GARCH(1,1) model
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+Threshold negative binomial autoregressive model
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+Markov Chains and Stochastic Stability
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+Absolute regularity and ergodicity of Poisson count processes
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+Q3999154
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+Q3928091
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+Hysteretic Poisson INGARCH model for integer-valued time series
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+Self-Excited Threshold Poisson Autoregression
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+A negative binomial integer-valued GARCH model
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+Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
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+Zero-inflated Poisson and negative binomial integer-valued GARCH models
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+Local influence analysis for Poisson autoregression with an application to stock transaction data
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+Influence diagnostics in log-linear integer-valued GARCH models
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