The following pages link to Inference in binomial AR(1) models (Q613196):
Displaying 16 items.
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
- Binomial AR(1) processes: moments, cumulants, and estimation (Q5299493) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
