Pages that link to "Item:Q1044059"

The following pages link to Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059):

Displaying 45 items.

• Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
• An INAR model with discrete Laplace marginal distributions (Q288010) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Some geometric mixed integer-valued autoregressive (INAR) models (Q434724) (← links)
• First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
• A new skew integer valued time series process (Q670104) (← links)
• A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
• Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
• Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
• Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
• Statistical inference for the new INAR(2) models with random coefficient (Q2067850) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• On the Rounded Integer-Valued Autoregressive Process (Q2815367) (← links)
• Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003) (← links)
• Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
• An estimation procedure for the Hawkes process (Q4555098) (← links)
• On Shifted Geometric INAR(1) Models Based on Geometric Counting Series (Q4904688) (← links)
• A parametric time series model with covariates for integers in Z (Q4970984) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Imputation-based semiparametric estimation for INAR(1) processes with missing data (Q5163744) (← links)
• A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• A mixed INAR(<i>p</i>) model (Q5397965) (← links)
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
• First-order random coefficient INAR process with dependent counting series (Q5866162) (← links)
• Coherent forecasting for count time series using Box–Jenkins's AR(<i>p</i>) model (Q6063616) (← links)
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)