Pages that link to "Item:Q334058"
From MaRDI portal
The following pages link to A geometric time series model with inflated-parameter Bernoulli counting series (Q334058):
Displayed 11 items.
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes (Q5077416) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases (Q6102638) (← links)
- Alternative procedures in dependent counting INAR process with application on COVID-19 (Q6181886) (← links)