Pages that link to "Item:Q433580"

The following pages link to On weak dependence conditions for Poisson autoregressions (Q433580):

Displaying 50 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
• Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
• On binary and categorical time series models with feedback (Q406539) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
• Piecewise autoregression for general integer-valued time series (Q826981) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• Concurrent neural network: a model of competition between times series (Q2151656) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• On categorical time series models with covariates (Q2274307) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
• Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
• Dynamic binomials with an application to gender bias analysis (Q2804414) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
• Integer‐valued asymmetric garch modeling (Q5012864) (← links)