Pages that link to "Item:Q663684"
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The following pages link to Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684):
Displayed 50 items.
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Interventions in GARCE branching processes with application to Ebola virus data (Q1657817) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Underdispersion models: Models that are “under the radar” (Q4606452) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data (Q5085982) (← links)
- A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)
- A Time-Series Model for Underdispersed or Overdispersed Counts (Q5869300) (← links)
- The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)