Pages that link to "Item:Q383867"
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The following pages link to Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867):
Displaying 12 items.
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)