Pages that link to "Item:Q4913955"
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The following pages link to Process capability analysis for serially dependent processes of Poisson counts (Q4913955):
Displaying 14 items.
- Bootstrapping INAR models (Q61791) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- INAR(1) processes with inflated-parameter generalized power series innovations (Q2019874) (← links)
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- Improved estimation for Poisson INAR(1) models (Q5220877) (← links)
- Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
- The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
- CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)
- Whittle likelihood estimation in INAR(1) process (Q6588654) (← links)
