Pages that link to "Item:Q511583"

The following pages link to Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583):

Displayed 8 items.

• Testing for the Poisson-Tweedie distribution (Q1997632) ‎ (← links)
• Robust estimation for general integer-valued time series models (Q2027220) ‎ (← links)
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) ‎ (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) ‎ (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) ‎ (← links)
• Consistent model selection procedure for general integer-valued time series (Q5085219) ‎ (← 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)
• A marginal moment matching approach for fitting endemic‐epidemic models to underreported disease surveillance counts (Q6079250) ‎ (← links)