Pages that link to "Item:Q1622084"
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The following pages link to Self-exciting threshold binomial autoregressive processes (Q1622084):
Displaying 27 items.
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← 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)
- On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← 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)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning (Q6541943) (← links)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (Q6552940) (← links)
- A study for the NMBAR(1) processes (Q6558501) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient (Q6586539) (← links)
- Stationary count time series models (Q6602104) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- Constrained estimation for the binomial AR(1) model: on Bayesian approach (Q6667625) (← links)
