Pages that link to "Item:Q5107388"
From MaRDI portal
The following pages link to Bootstrap-based bias corrections for INAR count time series (Q5107388):
Displaying 3 items.
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- An empirical likelihood-based unified test for the integer-valued AR(1) models (Q6556775) (← links)
