The following pages link to Poisson Autoregression (Q3069878):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Forecasting emergency medical service call arrival rates (Q641084) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← 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)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← 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)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← 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)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Financial contagion through space-time point processes (Q2059116) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
