Pages that link to "Item:Q4727244"
From MaRDI portal
The following pages link to FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (Q4727244):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
- A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model (Q133286) (← links)
- Statistical inference for first-order random coefficient integer-valued autoregressive processes (Q264371) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- A geometric time series model with inflated-parameter Bernoulli counting series (Q334058) (← links)
- Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
- A geometric bivariate time series with different marginal parameters (Q345371) (← links)
- Integer valued stable random variables (Q386280) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Some geometric mixed integer-valued autoregressive (INAR) models (Q434724) (← links)
- Second order longitudinal dynamic models with covariates: estimation and forecasting (Q479482) (← links)
- First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
- Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971) (← links)
- \(\Delta \)-entropy: definition, properties and applications in system identification with quantized data (Q543825) (← links)
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- A new skew integer valued time series process (Q670104) (← links)
- Some autoregressive moving average processes with generalized Poisson marginal distributions (Q688340) (← links)
- Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
- Efficient parameter estimation for independent and INAR(1) negative binomial samples (Q870516) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
- Note on integer-valued bilinear time series models (Q928969) (← links)
- Serial dependence and regression of Poisson INARMA models (Q935428) (← links)
- A non-stationary integer-valued autoregressive model (Q946258) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- Testing independence of two autocorrelated binary time series (Q1044019) (← links)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- The stationarity and spectral representation of one class of non-negative integer-valued time series (Q1299830) (← links)
- The strong law of large number and parameter estimation of one class of non-negative integer-valued time series (Q1302260) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Modelling some stationary Markov processes and related characterizations (Q1372420) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- Optimal adaptive estimators for partially observed numbers of defective items in inventory models (Q1596917) (← links)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
