Pages that link to "Item:Q654407"
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The following pages link to Absolute regularity and ergodicity of Poisson count processes (Q654407):
Displaying 50 items.
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Morozov principle for Kullback-Leibler residual term and Poisson noise (Q1673839) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
