The following pages link to (Q5317342):
Displayed 35 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Statistical inference for first-order random coefficient integer-valued autoregressive processes (Q264371) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- An analysis of Chinese Super League partial results (Q1042952) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Limit theorems for regression models of time series of counts (Q1971381) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights (Q2251914) (← links)
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- First-order random coefficient integer-valued autoregressive processes (Q2433828) (← links)
- First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions (Q2489151) (← links)
- On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics (Q2926243) (← links)
- On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
- First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
- Variable selection in sparse GLARMA models (Q5095838) (← links)
- A Poisson geometric process approach for predicting drop-out and committed first-time blood donors (Q5128658) (← links)
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877) (← links)
- Some recent progress in count time series (Q5402579) (← links)