Pages that link to "Item:Q4921634"

The following pages link to Flexible Bivariate INAR(1) Processes Using Copulas (Q4921634):

Displaying 32 items.

• A bivariate \(INAR(1)\) time series model with geometric marginals (Q427649) (← links)
• Some properties of multivariate INAR(1) processes (Q1615111) (← links)
• Semi-parametric copula sample selection models for count responses (Q1658729) (← links)
• A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion (Q1669695) (← links)
• Modelling with dispersed bivariate moving average processes (Q1726181) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
• On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
• Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices (Q2176343) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application (Q2319494) (← links)
• A copula-based bivariate integer-valued autoregressive process with application (Q2326542) (← links)
• Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• Estimation in a bivariate integer-valued autoregressive process (Q2830781) (← links)
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations (Q4639106) (← links)
• Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables (Q5065278) (← links)
• Monitoring a bivariate INAR(1) process with application to Hepatitis A (Q5079463) (← links)
• An integer-valued autoregressive process for seasonality (Q5107714) (← links)
• A bivariate INAR(1) process with application (Q5194717) (← links)
• Inference for bivariate integer-valued moving average models based on binomial thinning operation (Q5861431) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)
• On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011) (← links)
• EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects (Q6550186) (← links)
• Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
• Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application (Q6564297) (← links)
• Stationary count time series models (Q6602104) (← links)