Pages that link to "Item:Q5367436"
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The following pages link to Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (Q5367436):
Displaying 22 items.
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions (Q1986393) (← links)
- Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← 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)
- Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation (Q2091826) (← links)
- Computing probabilities of integer-valued random variables by recurrence relations (Q2307398) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Parameter estimation for multivariate population processes: a saddlepoint approach (Q4994068) (← links)
- Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- Parameter estimation for discretely observed linear birth‐and‐death processes (Q6047802) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (Q6552940) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
