Pages that link to "Item:Q511583"
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The following pages link to Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583):
Displaying 8 items.
- Testing for the Poisson-Tweedie distribution (Q1997632) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
- Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
- A marginal moment matching approach for fitting endemic‐epidemic models to underreported disease surveillance counts (Q6079250) (← links)