scientific article; zbMATH DE number 3583162
From MaRDI portal
Publication:4151621
zbMath0374.62087MaRDI QIDQ4151621
P. A. Jacobs, Peter A. W. Lewis
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Modeling time series of counts with a new class of INAR(1) model, Cluster point processes and Poisson thinning INARMA, Serial dependence of NDARMA processes, Coherent forecasting for stationary time series of discrete data, Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations, SUPERPOSITIONED STATIONARY COUNT TIME SERIES, Discrete-valued ARMA processes, Computer experiments for the analysis of extreme-value phenomena, Unnamed Item, Linear models for the impact of order flow on prices. I. History dependent impact models, Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model, Regularly varying tails in a queue with discrete autoregressive arrivals of order \(p\), Time series analysis of categorical data using auto-mutual information, Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes, Bayesian semiparametric long memory models for discretized event data, Significance test in nonstationary multinomial logit model, An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation, Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones, Inference in binomial AR(1) models, A combined geometric \(INAR(p)\) model based on negative binomial thinning, Coherent forecasting for count time series using Box–Jenkins's AR(p) model, Likelihood Inference for Exponential-Trawl Processes, Latent Gaussian Count Time Series, Conditional least squares estimation for the SINAR(1, 1) process, A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations, Discrete dams with Markovian inputs, \( \mathbb{Z} \)-valued time series: models, properties and comparison, Coping with nonstationarity in categorical time series, Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises, The ARMA alphabet soup: a tour of ARMA model variants, The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random), Integer autoregressive models with structural breaks, Integer-valued moving average (INMA) process, Time series analysis of categorical data using auto-odds ratio function, Estimation in integer-valued moving average models, Generalized choice models for categorical time series, Regression theory for categorical time series, Market timing: recent development and a new test, Response-time simulation of multivariate point process models for multiprogrammed jobstreams, Significance test in nonstationary logit panel model with serially correlated dependent variable, Modeling, simulation and inference for multivariate time series of counts using trawl processes, Measuring serial dependence in categorical time series, Auto-association measures for stationary time series of categorical data, Pairwise likelihood inference for ordinal categorical time series, Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов, A simple integer-valued bilinear time series model, Statistical analysis of multivariate discrete-valued time series, Smoothing non-Gaussian time series with autoregressive structure., Unnamed Item, Testing independence of two autocorrelated binary time series, Pitfalls in market timing test, The stationarity and spectral representation of one class of non-negative integer-valued time series, The strong law of large number and parameter estimation of one class of non-negative integer-valued time series, A review of INMA integer-valued model class, application and further development, A mixed thinning based geometric INAR(1) model, The Power of Alternative Kolmogorov-Smirnov Tests Based on Transformations of the Data
