Pages that link to "Item:Q3083798"

The following pages link to The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798):

Displaying 24 items.

• Statistical inference for first-order random coefficient integer-valued autoregressive processes (Q264371) (← links)
• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
• On random coefficient INAR(1) processes (Q1935708) (← links)
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
• Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
• Statistical inference for the new INAR(2) models with random coefficient (Q2067850) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data (Q5419684) (← links)
• First-order random coefficient INAR process with dependent counting series (Q5866162) (← links)
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)