Pages that link to "Item:Q5739682"
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The following pages link to Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682):
Displayed 25 items.
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Integer-valued transfer function models for counts that show zero inflation (Q2105370) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data (Q5085982) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Likelihood-based tests in zero-inflated power series models (Q5107333) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme (Q6074371) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- Zero-inflated binomial integer-valued ARCH models for time series (Q6132703) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)