Pages that link to "Item:Q5142183"
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The following pages link to Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183):
Displaying 12 items.
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
- Threshold negative binomial autoregressive model (Q4613925) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
- Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient (Q6586539) (← links)
- Stationary count time series models (Q6602104) (← links)
