The following pages link to Bootstrapping INAR models (Q61791):
Displaying 19 items.
- Bootstrapping INAR models (Q61791) (← links)
- spINAR (Q61792) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
- An empirical likelihood-based unified test for the integer-valued AR(1) models (Q6556775) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model (Q6633381) (← links)
