Pages that link to "Item:Q334846"
From MaRDI portal
The following pages link to Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846):
Displayed 16 items.
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Statistical inference for the new INAR(2) models with random coefficient (Q2067850) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
- A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- An integer-valued autoregressive process for seasonality (Q5107714) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- A new minification integer‐valued autoregressive process driven by explanatory variables (Q6075176) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)