Pages that link to "Item:Q4971438"

The following pages link to Thinning-based models in the analysis of integer-valued time series: a review (Q4971438):

Displaying 50 items.

• Modeling and inference for infectious disease dynamics: a likelihood-based approach (Q667678) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
• A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
• Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
• A non-linear random environment \(\mathrm{INAR}(1)\) model (Q2226328) (← links)
• A geometric minification integer-valued autoregressive model (Q2241746) (← links)
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry (Q2291309) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
• Mixed Poisson INAR(1) processes (Q2338237) (← links)
• Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
• Intervention analysis for low-count time series with applications in public health (Q3386456) (← links)
• Statistical modeling of warm-spell duration series using hurdle models (Q4591498) (← links)
• An ARL-unbiased thinning-based EWMA chart to monitor counts (Q4634015) (← links)
• A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
• A MIXED BILINEAR INAR(1) MODEL (Q5012160) (← links)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Testing for INAR effects (Q5083893) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale (Q5142178) (← links)
• (Q5158712) (← links)
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
• First-order random coefficient INAR process with dependent counting series (Q5866162) (← links)
• Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
• On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)