Pages that link to "Item:Q2392708"

The following pages link to Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708):

Displaying 32 items.

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
• A geometric bivariate time series with different marginal parameters (Q345371) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• On ARL-unbiased c-charts for INAR(1) Poisson counts (Q2010781) (← links)
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
• Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
• Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
• Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
• EWMA control charts for monitoring correlated counts with finite range (Q5085630) (← links)
• Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
• (Q5879919) (← links)
• Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
• An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts (Q6062032) (← links)
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
• A study for the NMBAR(1) processes (Q6558501) (← links)
• Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
• Diagnosing and modeling extra-binomial variation for time-dependent counts (Q6571864) (← links)
• One- and two-sided monitoring schemes for BINARCH(1) processes (Q6580703) (← links)
• Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
• A binomial integer-valued ARCH model (Q6632742) (← links)
• Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)
• Constrained estimation for the binomial AR(1) model: on Bayesian approach (Q6667625) (← links)