Pages that link to "Item:Q2259784"

The following pages link to Validation tests for the innovation distribution in INAR time series models (Q2259784):

Displaying 12 items.

• Bootstrapping INAR models (Q61791) (← links)
• Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← 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)
• Mixed Poisson INAR(1) processes (Q2338237) (← links)
• Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
• Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals (Q3458139) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)