Pages that link to "Item:Q5391315"

The following pages link to Interventions in INGARCH processes (Q5391315):

Displaying 50 items.

• On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• Structural changes in autoregressive models for binary time series (Q394778) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• On robust estimation of negative binomial INARCH models (Q824963) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
• Interventions in GARCE branching processes with application to Ebola virus data (Q1657817) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
• Modelling interventions in INGARCH processes (Q2804921) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Interventions in log-linear Poisson autoregression (Q4970959) (← links)
• A negative binomial integer-valued GARCH model (Q4979080) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183) (← links)
• Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
• ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
• Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
• Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• Changepoints in times series of counts (Q5397949) (← links)
• Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970629) (← links)
• Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)