Pages that link to "Item:Q2295257"

The following pages link to Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257):

Displaying 13 items.

• Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
• Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• A novel multivariable grey prediction model with different accumulation orders and performance comparison (Q2109678) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
• Active mode recognition of dynamic systems (Q5027978) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)