scientific article; zbMATH DE number 2206035
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Publication:5317342
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(43)- Time series of count data: Modeling, estimation and diagnostics
- An analysis of Chinese Super League partial results
- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- Useful models for time series of counts or simply wrong ones?
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
- Estimation for a class of generalized state-space time series models.
- The ARMA alphabet soup: a tour of ARMA model variants
- Limit theorems for regression models of time series of counts
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- 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
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- Time series of count data: a review, empirical comparisons and data analysis
- First-order random coefficient integer-valued autoregressive processes
- First-order observation-driven integer-valued autoregressive processes
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
- On latent process models in multi-dimensional space
- On variance estimation in a negative binomial time series regression model
- On Estimation of the Bivariate Poisson INAR Process
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Indirect inference for time series using the empirical characteristic function and control variates
- Maximum likelihood estimation of the DDRCINAR(p) model
- First-order integer-valued autoregressive process with Markov-switching coefficients
- Variable selection in sparse GLARMA models
- A Poisson geometric process approach for predicting drop-out and committed first-time blood donors
- Multivariate long-memory cohort mortality models
- Modelling Poisson marked point processes using bivariate mixture transition distributions
- Some recent progress in count time series
- Blockwise empirical likelihood for time series of counts
- Absolute regularity and ergodicity of Poisson count processes
- Periodogram regression: a two-stage mixed effects approach for modelling multiple integer-valued time series of tropical cyclone frequency
- Variable selection in sparse multivariate GLARMA models: application to germination control by environment
- On an integer-valued stochastic intensity model for time series of counts
- Conditional parametric bootstrap in GLARMA models
- A likelihood-based monitoring method for social networks with auto-correlated labeled Poisson model
- An ensemble method for early prediction of dengue outbreak
- Robust estimate for count time series using GLARMA models: an application to environmental and epidemiological data
- Bias reduction for improved inference and diagnostic analysis in non-stationary Poisson INARX models with time-varying covariates
- Maximum likelihood estimation for an observation driven model for Poisson counts
- Randomly shifted lattice rules for unbounded integrands
- Quasi-Monte Carlo for highly structured generalised response models
- Feasible parameter regions for alternative discrete state space models
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