Pages that link to "Item:Q2933194"

The following pages link to BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194):

Displaying 23 items.

• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
• On eigenvalues of the transition matrix of some count-data Markov chains (Q1707062) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
• Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
• A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
• Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
• A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
• A multinomial autoregressive model for finite-range time series of counts (Q2301124) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• Self-exciting threshold models for time series of counts with a finite range (Q2803404) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• EWMA control charts for monitoring correlated counts with finite range (Q5085630) (← links)
• Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
• On consistency for time series model selection (Q6166021) (← links)
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)