Pages that link to "Item:Q663684"
From MaRDI portal
The following pages link to Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684):
Displayed 26 items.
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Interventions in GARCE branching processes with application to Ebola virus data (Q1657817) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Poisson QMLE of Count Time Series Models (Q2802909) (← links)
- Underdispersion models: Models that are “under the radar” (Q4606452) (← links)
- Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)