Pages that link to "Item:Q816536"

The following pages link to Estimation in conditional first order autoregression with discrete support (Q816536):

Displaying 38 items.

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• A geometric bivariate time series with different marginal parameters (Q345371) (← links)
• First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
• Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
• Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
• Treating missing values in INAR(1) models: An application to syndromic surveillance data (Q3077672) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004) (← links)
• Process capability analysis for serially dependent processes of Poisson counts (Q4913955) (← links)
• Binomial thinning models for integer time series (Q4970704) (← links)
• Convolution-closed models for count time series with applications (Q4979107) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• Detecting mean increases in Poisson INAR(1) processes with EWMA control charts (Q5124769) (← links)
• Fully observed INAR(1) processes (Q5126971) (← links)
• Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
• Imputation-based semiparametric estimation for INAR(1) processes with missing data (Q5163744) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• Diagnosing and modeling extra-binomial variation for time-dependent counts (Q6571864) (← links)
• On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
• Statistical modelling of COVID-19 and drug data via an INAR(1) process with a recent thinning operator and cosine Poisson innovations (Q6636247) (← links)