Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003): Difference between revisions

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+Forecasting time series with sieve bootstrap
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+Normal rank
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+Zero truncated Poisson integer-valued AR\((1)\) model
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+Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models
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+Note on integer-valued bilinear time series models
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+Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models
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+Efficient order selection algorithms for integer-valued ARMA processes
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+Regression theory for categorical time series
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+A non-stationary integer-valued autoregressive model
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+On conditional least squares estimation for stochastic processes
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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+Serial dependence and regression of Poisson INARMA models
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+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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+Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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+First-order observation-driven integer-valued autoregressive processes
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+Inference for pth-order random coefficient integer-valued autoregressive processes
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+First-order random coefficient integer-valued autoregressive processes
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