Pages that link to "Item:Q273793"

The following pages link to Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793):

Displaying 8 items.

• Bootstrapping INAR models (Q61791) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)
• Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators (Q6176226) (← links)