Pages that link to "Item:Q1951135"
From MaRDI portal
The following pages link to A goodness-of-fit test for Poisson count processes (Q1951135):
Displaying 14 items.
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)
- Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
- A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
- On count time series prediction (Q5220723) (← links)
- Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)
