Pages that link to "Item:Q2828623"

The following pages link to Theory and inference for a class of nonlinear models with application to time series of counts (Q2828623):

Displaying 50 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Discrete random processes with memory: models and applications. (Q778557) (← links)
• Piecewise autoregression for general integer-valued time series (Q826981) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Multivariate time series models for mixed data (Q2108503) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Observation-driven models for discrete-valued time series (Q2136647) (← links)
• A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
• Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• Walsh Fourier Transform of Locally Stationary Time Series (Q5111847) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
• Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
• Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
• Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
• Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
• Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)