Pages that link to "Item:Q4979080"

The following pages link to A negative binomial integer-valued GARCH model (Q4979080):

Displaying 50 items.

• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
• Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
• On robust estimation of negative binomial INARCH models (Q824963) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
• A Skellam GARCH model (Q1994038) (← links)
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← 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)
• Time-varying auto-regressive models for count time-series (Q2044402) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
• Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
• Integer-valued transfer function models for counts that show zero inflation (Q2105370) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← 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)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• Poisson QMLE of Count Time Series Models (Q2802909) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• State-space models for count time series with excess zeros (Q4971405) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)