Pages that link to "Item:Q2813895"

The following pages link to Observation-driven models for Poisson counts (Q2813895):

Displaying 50 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
• Log-linear Poisson autoregression (Q631623) (← links)
• Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
• Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
• Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
• Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
• Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Model selection for time series of count data (Q1662312) (← links)
• Score-driven dynamic patent count panel data models (Q1668650) (← links)
• Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
• Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
• Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
• Time-varying auto-regressive models for count time-series (Q2044402) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
• Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis (Q2112713) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
• Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
• Dirichlet ARMA models for compositional time series (Q2359674) (← links)
• Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models (Q2364005) (← links)
• Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
• New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
• Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
• Missing observations in observation-driven time series models (Q2658759) (← links)
• Approximate Bayesian Estimation for Multivariate Count Time Series Models (Q2806333) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• Efficient order selection algorithms for integer-valued ARMA processes (Q3077639) (← links)
• Integer-Valued GARCH Process (Q3505313) (← links)
• Testing for presence of a latent process in count series (Q3527724) (← links)
• GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion (Q3608202) (← links)
• Interventions in log-linear Poisson autoregression (Q4970959) (← links)
• State-space models for count time series with excess zeros (Q4971405) (← links)
• Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
• Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
• A negative binomial integer-valued GARCH model (Q4979080) (← links)