The following pages link to Nonlinear Poisson autoregression (Q1925990):
Displaying 39 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Dynamic binomials with an application to gender bias analysis (Q2804414) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Variable selection in sparse GLARMA models (Q5095838) (← links)
- The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- (Q5856502) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970628) (← links)
- Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- A dynamic count process (Q6592803) (← links)
- Grouped network Poisson autoregressive model (Q6593378) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
