Pages that link to "Item:Q3740086"
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The following pages link to Autoregressive moving-average processes with negative-binomial and geometric marginal distributions (Q3740086):
Displayed 50 items.
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Inferences in longitudinal count data models with measurement errors in time dependent covariates (Q505995) (← links)
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process (Q537409) (← links)
- Linear characterizations of the Poisson distribution (Q758027) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Time series with discrete semistable marginals (Q840937) (← links)
- Efficient parameter estimation for independent and INAR(1) negative binomial samples (Q870516) (← links)
- Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
- Serial dependence and regression of Poisson INARMA models (Q935428) (← links)
- A non-stationary integer-valued autoregressive model (Q946258) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- On the max-semistable limit of maxima of stationary sequences with missing values (Q1007466) (← links)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- On the generalized Euler distribution (Q1314731) (← links)
- Some stochastic models leading to the convolution of two binomial variables (Q1344818) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Modelling some stationary Markov processes and related characterizations (Q1372420) (← links)
- A reversibility relationship (Q1374628) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- Generalized random environment INAR models of higher order (Q1744142) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Discrete Mittag-Leffler distributions (Q1892960) (← links)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
- A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data (Q1993508) (← links)
- A Skellam GARCH model (Q1994038) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- Recent developments on fractional point processes (Q2050307) (← links)
- A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models (Q2057869) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
- Modelling with the novel INAR(1)-PTE process (Q2157404) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices (Q2176343) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- A GQL-based inference in non-stationary BINMA(1) time series (Q2273188) (← links)
- Risk models based on time series for count random variables (Q2276203) (← links)