Pages that link to "Item:Q2174735"
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The following pages link to Modelling heavy-tailedness in count time series (Q2174735):
Displaying 11 items.
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- A new minification integer‐valued autoregressive process driven by explanatory variables (Q6075176) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391) (← links)
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions (Q6566803) (← links)
- Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails (Q6606810) (← links)
- A heavy-tailed model for analyzing miRNA-seq raw read counts (Q6609691) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
