Pages that link to "Item:Q2933190"

The following pages link to QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190):

Displaying 40 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← 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)
• On robust estimation of negative binomial INARCH models (Q824963) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← 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)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Discrete-time trawl processes (Q2419973) (← links)
• Poisson QMLE of Count Time Series Models (Q2802909) (← links)
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← 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)
• (Q6123715) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)