Pages that link to "Item:Q2920277"
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The following pages link to Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277):
Displayed 14 items.
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q1936529) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003) (← links)
- Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- Convolution-closed models for count time series with applications (Q4979107) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
- Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
- Some recent progress in count time series (Q5402579) (← links)