Pages that link to "Item:Q2802909"

The following pages link to Poisson QMLE of Count Time Series Models (Q2802909):

Displaying 31 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Piecewise autoregression for general integer-valued time series (Q826981) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Time-varying auto-regressive models for count time-series (Q2044402) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
• Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
• (Q6123715) (← links)
• Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)