Pages that link to "Item:Q334846"
From MaRDI portal
The following pages link to Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846):
Displaying 12 items.
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Statistical inference for the new INAR(2) models with random coefficient (Q2067850) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- A new minification integer‐valued autoregressive process driven by explanatory variables (Q6075176) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
- Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS (Q6179288) (← links)