Pages that link to "Item:Q4431628"
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The following pages link to Testing for serial dependence in time series models of counts (Q4431628):
Displayed 16 items.
- First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Score statistics for testing serial dependence in count data (Q2852594) (← links)
- Analysis of low count time series data by poisson autoregression (Q4677038) (← links)
- Binomial thinning models for integer time series (Q4970704) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Testing for INAR effects (Q5083893) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)