Pages that link to "Item:Q433580"
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The following pages link to On weak dependence conditions for Poisson autoregressions (Q433580):
Displayed 26 items.
- 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)
- 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)
- 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)
- 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)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970628) (← links)