Pages that link to "Item:Q4975415"

The following pages link to Self-Excited Threshold Poisson Autoregression (Q4975415):

Displaying 36 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
• Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• Multivariate count autoregression (Q2278669) (← 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)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• Self-exciting threshold models for time series of counts with a finite range (Q2803404) (← links)
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
• The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849) (← links)
• Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183) (← links)
• Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
• On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
• Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)