Pages that link to "Item:Q491400"

The following pages link to Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400):

Displaying 7 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)