Pages that link to "Item:Q2920277"

The following pages link to Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models (Q2920277):

Displaying 40 items.

• Bootstrapping INAR models (Q61791) (← links)
• Penalized estimation of flexible hidden Markov models for time series of counts (Q145607) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
• Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
• Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
• Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q1936529) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
• Modelling heavy-tailedness in count time series (Q2174735) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
• Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
• Poisson QMLE of Count Time Series Models (Q2802909) (← links)
• Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
• Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003) (← links)
• Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
• Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Convolution-closed models for count time series with applications (Q4979107) (← links)
• A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
• Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
• A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• Some recent progress in count time series (Q5402579) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
• Coherent forecasting for count time series using Box–Jenkins's AR(<i>p</i>) model (Q6063616) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
• Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)