Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793): Difference between revisions

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+Improved estimation for Poisson INAR(1) models
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+On weak dependence conditions: the case of discrete valued processes
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+Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes''
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+Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
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+Integer-Valued GARCH Process
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+Normal rank
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+Asymptotic properties of CLS estimators in the Poisson AR(1) model
+Normal rank
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+Some Limit Theorems for Stationary Processes
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+Estimation in conditional first order autoregression with discrete support
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+Q3149660
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+Normal rank
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+Absolute regularity and ergodicity of Poisson count processes
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+Estimation for an M/G/  queue with incomplete information
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+The Bias of Autoregressive Coefficient Estimators
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+Discrete analogues of self-decomposability and stability
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+Modelling time series of counts with overdispersion
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+The INARCH(1) Model for Overdispersed Time Series of Counts
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+Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
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+Estimation and testing for a Poisson autoregressive model
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