Test for Conditional Variance of Integer-Valued Time Series (Q5041354): Difference between revisions

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+Poisson QMLE of Count Time Series Models
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+Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models
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+COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
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+QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
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+Theory and inference for a class of nonlinear models with application to time series of counts
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+A negative binomial model for time series of counts
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+Correction to ``On weak dependence conditions for Poisson autoregressions''
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+Absolute regularity and ergodicity of Poisson count processes
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+Testing for zero inflation and overdispersion in INAR(1) models
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+Negative binomial time series models based on expectation thinning operators
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