Pages that link to "Item:Q4202678"
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The following pages link to First order autoregressive time series with negative binomial and geometric marginals (Q4202678):
Displaying 50 items.
- A geometric bivariate time series with different marginal parameters (Q345371) (← links)
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process (Q537409) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Serial dependence and regression of Poisson INARMA models (Q935428) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
- Generalized random environment INAR models of higher order (Q1744142) (← links)
- Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration (Q1745258) (← links)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning (Q1933851) (← links)
- Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← 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)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
- Modelling with the novel INAR(1)-PTE process (Q2157404) (← links)
- A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
- A non-linear random environment \(\mathrm{INAR}(1)\) model (Q2226328) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- A geometric minification integer-valued autoregressive model (Q2241746) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- On a flexible construction of a negative binomial model (Q2322638) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- First-order random coefficient integer-valued autoregressive processes (Q2433828) (← links)
- Random environment integer-valued autoregressive process (Q2789393) (← links)
- A geometric time series model with a new dependent Bernoulli counting series (Q2832639) (← links)
- A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
- Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
- A geometric time-series model with an alternative dependent Bernoulli counting series (Q2980134) (← links)
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
- CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS (Q3388592) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- On the construction of stationary AR(1) models via random distributions (Q3396484) (← links)
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series (Q4806056) (← links)
- On Shifted Geometric INAR(1) Models Based on Geometric Counting Series (Q4904688) (← links)
- A new class of INAR(1) model for count time series (Q4960613) (← links)
- Empirical likelihood inference for random coefficient INAR(p) process (Q4979102) (← links)
- A mixed thinning based geometric INAR(1) model (Q5020387) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes (Q5077416) (← links)
- Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration (Q5079050) (← links)
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)