Pages that link to "Item:Q1633221"
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The following pages link to Useful models for time series of counts or simply wrong ones? (Q1633221):
Displayed 33 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- INAR(1) processes with inflated-parameter generalized power series innovations (Q2019874) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Modeling the occurrence of events subject to a reporting delay via an EM algorithm (Q2163075) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
- Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Mixed Poisson INAR(1) processes (Q2338237) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- On the performance of information criteria for model identification of count time series (Q2697066) (← links)
- Conway–Maxwell–Poisson seasonal autoregressive moving average model (Q3390480) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data (Q5135325) (← links)
- On count time series prediction (Q5220723) (← links)
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- On periodic integer-valued moving average (INMA (<i>q</i>)) models (Q5887981) (← links)
- Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
- A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations (Q6099329) (← links)