Bootstrapping INAR models (Q61791): 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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+Asymptotic bootstrap validity for finite markov chains
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+Time series: theory and methods.
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+Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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+Sieve bootstrap for time series
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+General restrictions on tail probabilities
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+On weak dependence conditions: the case of discrete valued processes
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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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+Bootstrap methods: another look at the jackknife
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+BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
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+Asymptotic properties of CLS estimators in the Poisson AR(1) model
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+Analysis of low count time series data by poisson autoregression
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+Some Limit Theorems for Stationary Processes
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+First‐order integer valued AR processes with zero inflated poisson innovations
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+Bootstrapping sample quantiles of discrete data
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+Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
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+Bootstrapping INAR models
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+Univariate Discrete Distributions
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+Convolution-closed models for count time series with applications
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+A non-stationary integer-valued autoregressive model
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+Bootstrap methods for dependent data: a review
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+On the range of validity of the autoregressive sieve bootstrap
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+The jackknife and the bootstrap for general stationary observations
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+Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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+Validation tests for the innovation distribution in INAR time series models
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+Baxter's inequality and sieve bootstrap for random fields
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+On the Vector Autoregressive Sieve Bootstrap
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+Diagnostic checks for integer-valued autoregressive models using expected residuals
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
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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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+Process capability analysis for serially dependent processes of Poisson counts
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+An Introduction to Discrete‐Valued Time Series
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+Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
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+Moment bounds for stationary mixing sequences
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