Pages that link to "Item:Q3466887"
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The following pages link to A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887):
Displayed 9 items.
- Bootstrapping INAR models (Q61791) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)