Pages that link to "Item:Q1952209"
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The following pages link to Stationarity of generalized autoregressive moving average models (Q1952209):
Displaying 17 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
- Generalized autoregressive moving average models: an efficient estimation approach (Q6074137) (← links)