Pages that link to "Item:Q3077649"

The following pages link to Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis (Q3077649):

Displaying 29 items.

• Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
• Statistical inference for first-order random coefficient integer-valued autoregressive processes (Q264371) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196) (← links)
• Interventions in log-linear Poisson autoregression (Q4970959) (← links)
• Parameter change test for periodic integer-valued autoregressive process (Q5077230) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
• On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
• A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
• Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)