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):
Displaying 10 items.
- Bootstrapping INAR models (Q61791) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Convolution-closed models for count time series with applications (Q4979107) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- Semiparametric estimation of INAR models using roughness penalization (Q6164156) (← links)
- A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( <i>p</i> ) processes with zero-inflated innovations (Q6497070) (← links)
