Pages that link to "Item:Q1305795"

The following pages link to Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795):

Displaying 18 items.

• Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
• Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
• Individual effects and dynamics in count data models. (Q1867715) (← links)
• Modeling dynamic effects of promotion on interpurchase times (Q1927091) (← links)
• Clustering discrete-valued time series (Q2036151) (← links)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
• Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
• Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
• A statistical model for under- or overdispersed clustered and longitudinal count data (Q3013945) (← links)
• Treating missing values in INAR(1) models: An application to syndromic surveillance data (Q3077672) (← links)
• Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration (Q3462254) (← links)
• Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
• GENERALIZED INTEGER-VALUED AUTOREGRESSION (Q4471132) (← links)
• SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)