On some periodic INARMA(p,q) models (Q5042166): Difference between revisions

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+On periodic ergodicity of a general periodic mixed Poisson autoregression
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Integer-valued moving average (INMA) process
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+On some integer-valued autoregressive moving average models
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+Asymptotic behavior of unstable INAR(\(p\)) processes
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+Periodic integer-valued GARCH(1, 1) model
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+Periodic integer-valued bilinear time series model
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+A Poisson INAR(1) process with a seasonal structure
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+Estimation in integer-valued moving average models
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+A simple integer-valued bilinear time series model
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Integer-Valued GARCH Process
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+Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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+Heterogeneous INAR(1) model with application to car insurance
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+Binomial thinning models for integer time series
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+Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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+Some ARMA models for dependent sequences of poisson counts
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+Integer-valued autoregressive processes with periodic structure
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+A bivariate INAR(1) process with application
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+Efficient estimation in periodic INAR(1) model: parametric case
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+On the theory of periodic multivariate INAR processes
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Discrete analogues of self-decomposability and stability
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+Serial dependence and regression of Poisson INARMA models
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+Parameter change test for periodic integer-valued autoregressive process
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+Risk aggregation based on the Poisson INAR(1) process with periodic structure
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+Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166): Difference between revisions

Latest revision as of 13:43, 30 July 2024

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