Pages that link to "Item:Q3399083"
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The following pages link to A negative binomial model for time series of counts (Q3399083):
Displaying 47 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Dirichlet ARMA models for compositional time series (Q2359674) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Marginal Estimation of Parameter Driven Binomial Time Series Models (Q2954309) (← links)
- Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196) (← links)
- Interventions in log-linear Poisson autoregression (Q4970959) (← links)
- State-space models for count time series with excess zeros (Q4971405) (← links)
- A negative binomial integer-valued GARCH model (Q4979080) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Dynamic model averaging adapted to dynamic regression models for time series of counts (Q5084000) (← links)
- A Bernoulli autoregressive moving average model applied to rainfall occurrence (Q5087548) (← links)
- Estimation of zero-inflated parameter-driven models via data cloning (Q5107367) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- (Q5158700) (← links)
- A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES (Q5176851) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Some recent progress in count time series (Q5402579) (← links)
- Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme (Q6074371) (← links)
- On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data (Q6079715) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- (Q6123715) (← links)