The following pages link to On count time series prediction (Q5220723):
Displaying 7 items.
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- On the performance of information criteria for model identification of count time series (Q2697066) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)