Pages that link to "Item:Q2483882"

The following pages link to Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882):

Displaying 42 items.

• Bootstrapping INAR models (Q61791) (← links)
• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
• Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
• A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q1936529) (← links)
• Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
• Estimation for random coefficient integer-valued autoregressive model under random environment (Q2142010) (← links)
• A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• Integer-valued autoregressive processes with periodic structure (Q2270279) (← links)
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
• A copula-based bivariate integer-valued autoregressive process with application (Q2326542) (← links)
• Mixed Poisson INAR(1) processes (Q2338237) (← links)
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
• Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
• A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
• Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277) (← links)
• First-order rounded integer-valued autoregressive (RINAR(1)) process (Q3077656) (← links)
• Treating missing values in INAR(1) models: An application to syndromic surveillance data (Q3077672) (← links)
• The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004) (← links)
• Process capability analysis for serially dependent processes of Poisson counts (Q4913955) (← links)
• On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
• A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
• On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion (Q5079103) (← links)
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
• Detecting mean increases in Poisson INAR(1) processes with EWMA control charts (Q5124769) (← links)
• Improved estimation for Poisson INAR(1) models (Q5220877) (← links)
• A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data (Q6067779) (← links)
• Non-linear INAR(1) processes under an alternative geometric thinning operator (Q6075573) (← links)
• Two-step conditional least squares estimation in ADCINAR(1) process, revisited (Q6152262) (← links)