Pages that link to "Item:Q4540758"

The following pages link to Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models (Q4540758):

Displaying 50 items.

• Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
• Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
• Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model (Q713901) (← links)
• Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
• A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
• Stationary mixture transition distribution (MTD) models via predictive distributions (Q997299) (← links)
• Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
• Branching Markov processes and related asymptotics (Q1012533) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
• Some properties of multivariate INAR(1) processes (Q1615111) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
• Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• On eigenvalues of the transition matrix of some count-data Markov chains (Q1707062) (← links)
• The max-BARMA models for counts with bounded support (Q1726724) (← links)
• Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
• A geometric minification integer-valued autoregressive model (Q2241746) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
• Transform martingale estimating functions (Q2466679) (← links)
• On the ordering of credibility factors (Q2665880) (← links)
• Poisson QMLE of Count Time Series Models (Q2802909) (← links)
• Lindley first-order autoregressive model with applications (Q2817129) (← links)
• Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
• Fitting non-Gaussian persistent data (Q2862418) (← links)
• A Broad Class of Partially Specified Autoregressions on Multi-Casting Data (Q2903810) (← links)
• Entropy invariance for autoregressive processes constructed by linear filtering (Q2995485) (← links)
• A statistical model for under- or overdispersed clustered and longitudinal count data (Q3013945) (← links)
• Modelling counts with state-dependent zero inflation (Q3386460) (← links)
• A Note on Whittle's Likelihood (Q3424293) (← links)
• Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• Estimation on a GAR(1) Process by the EM Algorithm (Q3526950) (← links)