Pages that link to "Item:Q962278"

The following pages link to Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278):

Displaying 20 items.

• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• A negative binomial integer-valued GARCH model (Q4979080) (← links)
• Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
• Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
• Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)