The following pages link to (Q3149660):
Displaying 50 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Monitoring murder crime in Namibia using Bayesian space-time models (Q454768) (← links)
- Time-varying Markov models for binary temperature series in agrorisk management (Q484611) (← 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)
- Generalized choice models for categorical time series (Q538142) (← links)
- A multivariate semi-logistic autoregressive process and its characterization (Q553089) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- Log-linear Poisson autoregression (Q631623) (← 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)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Filtering out high frequencies in time series using F-transform (Q726377) (← links)
- Note on integer-valued bilinear time series models (Q928969) (← links)
- Semiparametric distribution forecasting (Q993815) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
- Regression models for binary time series with gaps (Q1023754) (← links)
- Observation-driven generalized state space models for categorical time series (Q1041704) (← links)
- An analysis of Chinese Super League partial results (Q1042952) (← 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)
- Linguistic characterization of time series (Q1697330) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (Q1996837) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Transition models for count data: a flexible alternative to fixed distribution models (Q2066708) (← links)
