Pages that link to "Item:Q1928357"
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The following pages link to Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357):
Displaying 8 items.
- Bootstrapping INAR models (Q61791) (← links)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
- Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
