Pages that link to "Item:Q3590004"

The following pages link to The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004):

Displaying 31 items.

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• On eigenvalues of the transition matrix of some count-data Markov chains (Q1707062) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
• A new mixed first-order integer-valued autoregressive process with Poisson innovations (Q2068893) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• The Marginal Distribution of Compound Poisson INAR(1) Processes (Q2833387) (← links)
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
• A parametric time series model with covariates for integers in Z (Q4970984) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• Criteria for evaluating approximations of count distributions (Q5083930) (← links)
• First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
• Fully observed INAR(1) processes (Q5126971) (← links)
• Changepoints in times series of counts (Q5397949) (← links)
• A dependent counting INAR model with serially dependent innovation (Q5861472) (← links)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
• Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
• Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
• Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)