The following pages link to Christian H. Weiß (Q257535):
Displaying 24 items.
- Bootstrapping INAR models (Q61791) (← links)
- Modelling time series of counts with overdispersion (Q257536) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Generalized choice models for categorical time series (Q538142) (← links)
- INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
- Statsoft, Inc., Tulsa, OK.: STATISTICA, version 8 (Q636185) (← links)
- Rule generation for categorical time series with Markov assumptions (Q692942) (← links)
- Visual analysis of categorical time series (Q713809) (← links)
- Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
- Jumps in binomial AR(1) processes (Q731941) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- Serial dependence and regression of Poisson INARMA models (Q935428) (← links)
- The combined \(\mathrm{INAR}(p)\) models for time series of counts (Q947183) (← links)
- Discovering patterns in categorical time series using IFS (Q1023779) (← links)
- Serial dependence of NDARMA processes (Q1615150) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- On eigenvalues of the transition matrix of some count-data Markov chains (Q1707062) (← links)
- The max-BARMA models for counts with bounded support (Q1726724) (← links)
- Semiparametric estimation of INAR models using roughness penalization (Q6164156) (← links)
