Pages that link to "Item:Q2006850"

The following pages link to Thinning operations for modeling time series of counts -- a survey (Q2006850):

Displaying 50 items.

• Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
• Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
• A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
• Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• A bivariate \(INAR(1)\) time series model with geometric marginals (Q427649) (← links)
• Some geometric mixed integer-valued autoregressive (INAR) models (Q434724) (← links)
• A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971) (← links)
• \(\Delta \)-entropy: definition, properties and applications in system identification with quantized data (Q543825) (← links)
• Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
• INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• A new skew integer valued time series process (Q670104) (← links)
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
• Jumps in binomial AR(1) processes (Q731941) (← links)
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
• Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
• Some properties of multivariate INAR(1) processes (Q1615111) (← links)
• A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
• Discrete dispersion models and their Tweedie asymptotics (Q1622018) (← links)
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
• A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion (Q1669695) (← links)
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Risk aggregation based on the Poisson INAR(1) process with periodic structure (Q1728126) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration (Q1745258) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
• Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data (Q1993508) (← links)
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
• Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
• Clustering discrete-valued time series (Q2036151) (← links)