Pages that link to "Item:Q3552860"

The following pages link to Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860):

Displaying 28 items.

• Bootstrapping INAR models (Q61791) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• Score statistics for testing serial dependence in count data (Q2852594) (← links)
• Intervention analysis for low-count time series with applications in public health (Q3386456) (← links)
• Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Convolution-closed models for count time series with applications (Q4979107) (← links)
• Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
• A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
• Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• (Q5158712) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• Some recent progress in count time series (Q5402579) (← links)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
• Exact Bayesian inference via data augmentation (Q5962743) (← links)
• INAR approximation of bivariate linear birth and death process (Q6190219) (← links)
• The multilateral spatial integer-valued process of order 1 (Q6490926) (← links)