Pages that link to "Item:Q3077656"

The following pages link to First-order rounded integer-valued autoregressive (RINAR(1)) process (Q3077656):

Displaying 29 items.

• A geometric time series model with inflated-parameter Bernoulli counting series (Q334058) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Inference in binomial AR(1) models (Q613196) (← links)
• A new skew integer valued time series process (Q670104) (← links)
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
• Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• Rounded data analysis based on multi-layer ranked set sampling (Q1942206) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
• Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
• Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
• On the Rounded Integer-Valued Autoregressive Process (Q2815367) (← links)
• Innovational Outliers in INAR(1) Models (Q3064076) (← links)
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis (Q3077649) (← links)
• On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
• Flexible Bivariate INAR(1) Processes Using Copulas (Q4921634) (← links)
• A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• Analysis of accumulated rounding errors in autoregressive processes (Q5495697) (← links)
• The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
• Coherent forecasting for count time series using Box–Jenkins's AR(<i>p</i>) model (Q6063616) (← links)
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
• Seasonal count time series (Q6135336) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• A Trinomial difference autoregressive model and its applications (Q6548849) (← links)
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)