The following pages link to Yunwei Cui (Q312064):
Displaying 13 items.
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Inference in binomial AR(1) models (Q613196) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Binomial ARMA count series from renewal processes (Q2870836) (← links)
- A new look at time series of counts (Q3653098) (← links)
- Estimation of change‐point for a class of count time series models (Q5042671) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES (Q5176851) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
