Pages that link to "Item:Q3349821"
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The following pages link to THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL (Q3349821):
Displayed 50 items.
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- Large and moderate deviations for the total population in the nearly unstable INAR(1) model (Q4563483) (← links)
- The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) (Q4613964) (← links)
- On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
- Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196) (← links)
- An INAR(1) model based on a mixed dependent and independent counting series (Q4960545) (← links)
- Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
- Regularly varying nonstationary second-order Galton–Watson processes with immigration (Q4967291) (← links)
- Binomial thinning models for integer time series (Q4970704) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
- Convolution-closed models for count time series with applications (Q4979107) (← links)
- Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
- <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
- On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
- A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
- Parameter change test for periodic integer-valued autoregressive process (Q5077230) (← links)
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion (Q5079103) (← links)
- Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- Testing for INAR effects (Q5083893) (← links)
- Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data (Q5111856) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale (Q5142178) (← links)
- Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals (Q5148600) (← links)
- (Q5158712) (← links)
- Imputation-based semiparametric estimation for INAR(1) processes with missing data (Q5163744) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- A mixed INAR(<i>p</i>) model (Q5397965) (← links)
- First‐order integer valued AR processes with zero inflated poisson innovations (Q5397968) (← links)
- Some recent progress in count time series (Q5402579) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)
- Optimal Alarm Systems for Count Processes (Q5494950) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Computational efficiency and precision for replicated-count and batch-marked hidden population models (Q6045977) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- Estimation of parameters in the MDDRCINAR(<i>p</i>) model (Q6050546) (← links)
- A mixed generalized Poisson INAR model with applications (Q6050716) (← links)