Pages that link to "Item:Q2006850"
From MaRDI portal
The following pages link to Thinning operations for modeling time series of counts -- a survey (Q2006850):
Displayed 50 items.
- A flexible univariate moving average time-series model for dispersed count data (Q2040906) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations (Q2054775) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- A new mixed first-order integer-valued autoregressive process with Poisson innovations (Q2068893) (← links)
- Functional equations with multiple recursive terms (Q2095023) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- A non-linear random environment \(\mathrm{INAR}(1)\) model (Q2226328) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- A geometric minification integer-valued autoregressive model (Q2241746) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- A multinomial autoregressive model for finite-range time series of counts (Q2301124) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
- A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Mixed Poisson INAR(1) processes (Q2338237) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
- Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
- Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration (Q3462254) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- An ARL-unbiased thinning-based EWMA chart to monitor counts (Q4634015) (← links)
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations (Q4639106) (← links)
- A new class of INAR(1) model for count time series (Q4960613) (← links)
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
- A parametric time series model with covariates for integers in Z (Q4970984) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- A MIXED BILINEAR INAR(1) MODEL (Q5012160) (← links)
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model (Q5078272) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)