Pages that link to "Item:Q1928361"

The following pages link to Additive outliers in INAR(1) models (Q1928361):

Displaying 12 items.

• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• A geometric bivariate time series with different marginal parameters (Q345371) (← links)
• Additive outliers in INAR(1) models (Q1928361) (← 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)
• A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
• Innovational Outliers in INAR(1) Models (Q3064076) (← links)
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)