Pages that link to "Item:Q1708361"
From MaRDI portal
The following pages link to Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361):
Displayed 17 items.
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Editorial (Q5970291) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme (Q6074371) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- On consistency for time series model selection (Q6166021) (← links)