Convolution-closed models for count time series with applications (Q4979107): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+Some autoregressive moving average processes with generalized Poisson marginal distributions
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+Treating missing values in INAR(1) models: An application to syndromic surveillance data
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+The Berry-Esseen theorem for functionals of discrete Markov chains
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+Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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+Q4224185
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+A new urn model with predetermined strategy
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+Q3922034
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+Predictive Model Assessment for Count Data
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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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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Efficient order selection algorithms for integer-valued ARMA processes
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+Bivariate generalized Poisson distribution with some applications
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+Analysis of low count time series data by poisson autoregression
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+Bootstrapping the autocorrelation coefficient of finite Markov chains
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+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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+Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models
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+Estimation theory for growth and immigration rates in a multiplicative process
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+Time series models with univariate margins in the convolution-closed infinitely divisible class
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+Q4382161
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+Estimation in conditional first order autoregression with discrete support
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+Q4864761
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+Some ARMA models for dependent sequences of poisson counts
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+Invalidity of bootstrap for critical branching processes with immigration
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+Discrete analogues of self-decomposability and stability
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+Model Checking via Parametric Bootstraps in Time Series Analysis
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+A time series approach to the study of the simple subcritical Galton–Watson process with immigration
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+A regression model for time series of counts
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