A study for the NMBAR(1) processes
From MaRDI portal
Publication:6558501
Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 5223072 (Why is no real title available?)
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- A new class of INAR(1) model for count time series
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A study of RCINAR(1) process with generalized negative binomial marginals
- A threshold stochastic volatility model with explanatory variables
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- An autoregressive model for multilag Markov chains
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Bivariate binomial autoregressive models
- Bivariate zero truncated Poisson INAR(1) process
- Discrete analogues of self-decomposability and stability
- Estimation and testing for a Poisson autoregressive model
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficient integer-valued autoregressive processes
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Integer-valued self-exciting threshold autoregressive processes
- Modeling time series of counts with a new class of INAR(1) model
- Modeling zero inflation in count data time series with bounded support
- Monitoring correlated processes with binomial marginals
- Optimal design for quasi-likelihood estimation in Poisson regression with random coefficients
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Quasi-likelihood estimation for semimartingales
- Quasi-likelihood inference for negative binomial time series models
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- Self-exciting threshold binomial autoregressive processes
- Thinning-based models in the analysis of integer-valued time series: a review
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- Time series: theory and methods
This page was built for publication: A study for the NMBAR(1) processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6558501)
