Pages that link to "Item:Q2359164"

The following pages link to Modeling time series of counts with a new class of INAR(1) model (Q2359164):

Displaying 14 items.

• A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• A new class of INAR(1) model for count time series (Q4960613) (← links)
• An EM algorithm for estimation of the parameters of the geometric minification INAR model (Q5040513) (← links)
• An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
• Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data (Q6547354) (← links)
• A study for the NMBAR(1) processes (Q6558501) (← links)
• The balanced discrete Burr–Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications (Q6579805) (← links)
• The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications (Q6636248) (← links)