The following pages link to Non-Linear Time Series (Q2924864):
Displayed 10 items.
- Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations (Q2054775) (← links)
- Stochastic properties of spatial and spatiotemporal ARCH models (Q2066512) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- First-order binomial autoregressive processes with Markov-switching coefficients (Q6074375) (← links)