Pages that link to "Item:Q712525"
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The following pages link to On weak dependence conditions: the case of discrete valued processes (Q712525):
Displaying 4 items.
- Bootstrapping INAR models (Q61791) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( <i>p</i> ) processes with zero-inflated innovations (Q6497070) (← links)
