Pages that link to "Item:Q5397968"
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The following pages link to First‐order integer valued AR processes with zero inflated poisson innovations (Q5397968):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
- Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods (Q516464) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- INAR(1) processes with inflated-parameter generalized power series innovations (Q2019874) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
- Mixed Poisson INAR(1) processes (Q2338237) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
- Analysis of Poisson varying-coefficient models with autoregression (Q4639147) (← links)
- Bayesian comparative study on binary time series (Q4960725) (← links)
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
- State-space models for count time series with excess zeros (Q4971405) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
- Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
- Zero-Inflated NGINAR(1) process (Q5078273) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
- A New Generalization of Geometric Distribution with Properties and Applications (Q5088003) (← links)
- On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Control charts based on dependent count data with deflation or inflation of zeros (Q5107522) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← 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)
- Alive SMC<sup>2</sup>: Bayesian model selection for low‐count time series models with intractable likelihoods (Q5739256) (← links)
