Pages that link to "Item:Q5194717"

The following pages link to A bivariate INAR(1) process with application (Q5194717):

Displaying 50 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
• Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
• A geometric bivariate time series with different marginal parameters (Q345371) (← links)
• Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
• Some properties of multivariate INAR(1) processes (Q1615111) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
• Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• Modelling with dispersed bivariate moving average processes (Q1726181) (← links)
• Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices (Q2176343) (← links)
• A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
• Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
• Testing discrete-valued time series for whiteness (Q2301074) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application (Q2319494) (← links)
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations (Q2323262) (← links)
• A copula-based bivariate integer-valued autoregressive process with application (Q2326542) (← links)
• Computing with bivariate COM-Poisson model under different copulas (Q2628132) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• On the maximum of a bivariate INMA model with integer innovations (Q2684919) (← links)
• Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
• Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ (Q4620240) (← links)
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations (Q4639106) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables (Q5065278) (← links)
• Monitoring a bivariate INAR(1) process with application to Hepatitis A (Q5079463) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Dynamic model averaging adapted to dynamic regression models for time series of counts (Q5084000) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• BINMA(1) model with COM-Poisson innovations: Estimation and application (Q5086310) (← links)
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series (Q5106898) (← links)
• The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations (Q5107729) (← links)
• Modelling a non-stationary BINAR(1) Poisson process (Q5221518) (← links)
• Inference for bivariate integer-valued moving average models based on binomial thinning operation (Q5861431) (← links)
• Testing independence between discrete random variables (Q5875273) (← links)
• On periodic integer-valued moving average (INMA (<i>q</i>)) models (Q5887981) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)
• On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
• A negative binomial thinning‐based bivariate INAR(1) process (Q6067703) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)