Pages that link to "Item:Q4649058"
From MaRDI portal
The following pages link to Chain Binomial Models and Binomial Autoregressive Processes (Q4649058):
Displaying 25 items.
- On extinction time of a generalized endemic chain-binomial model (Q312512) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Avalanches in a short-memory excitable network (Q5156799) (← links)
- Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
- Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts (Q6062032) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- Diagnosing and modeling extra-binomial variation for time-dependent counts (Q6571864) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- A binomial integer-valued ARCH model (Q6632742) (← links)
