Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.csda.2022.107579 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: ZIM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2022.107579 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4286566125 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Poisson QMLE of Count Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and efficient estimation by minimising a density power divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric Statistical Change Point Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new bivariate integer-valued GARCH model allowing for negative cross-correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate integer-autoregressive process with an application to mutual fund flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory and inference for a class of nonlinear models with application to time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: A negative binomial model for time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer-Valued GARCH Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interventions in INGARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interventions in log-linear Poisson autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Retrospective change detection for binary time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Poisson Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate count autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Changepoints in times series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural changes in autoregressive models for binary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Structural Changes in Time Series of Counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: First‐order integer valued AR processes with zero inflated poisson innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum density power divergence estimator for Poisson autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Change Test for Poisson Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust approach for testing parameter change in Poisson autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation for zero-inflated poisson autoregressive models based on density power divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation for general integer-valued time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test for Parameter Change in Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter change test for zero-inflated generalized Poisson autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for parameter change based on the estimator minimizing density-based divergence meas\-ures / rank
 
Normal rank
Property / cites work
 
Property / cites work: CUSUM test for general nonlinear integer-valued GARCH models: comparison study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality and parameter change test for bivariate Poisson INGARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for a change in a parameter occurring at an unknown point / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bivariate INAR(1) process with application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A data-based method for selecting tuning parameters in minimum distance estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing a robustness tuning parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Discrete‐Valued Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for iterated random functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-inflated Poisson and negative binomial integer-valued GARCH models / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CSDA.2022.107579 / rank
 
Normal rank

Latest revision as of 00:23, 17 December 2024

scientific article
Language Label Description Also known as
English
Modeling and inference for multivariate time series of counts based on the INGARCH scheme
scientific article

    Statements

    Modeling and inference for multivariate time series of counts based on the INGARCH scheme (English)
    0 references
    0 references
    0 references
    0 references
    17 October 2022
    0 references
    multivariate time series of counts
    0 references
    MINGARCH model
    0 references
    QMLE
    0 references
    MDPDE
    0 references
    change point test
    0 references
    0 references
    0 references

    Identifiers