Pages that link to "Item:Q1726882"
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The following pages link to Ergodicity conditions for a double mixed Poisson autoregression (Q1726882):
Displayed 4 items.
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models (Q6060899) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)