Pages that link to "Item:Q5263982"
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The following pages link to Tests for time series of counts based on the probability-generating function (Q5263982):
Displaying 9 items.
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← 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)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
