The following pages link to Poisson Autoregression (Q3069878):
Displaying 37 items.
- Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
- An ensemble approach to short‐term forecast of COVID‐19 intensive care occupancy in Italian regions (Q6091715) (← links)
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- (Q6123715) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations (Q6171873) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
- Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391) (← links)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (Q6552940) (← links)
- Marginal likelihood estimation for the negative binomial INGARCH model (Q6562733) (← links)
- Epidemic change-point detection in general integer-valued time series (Q6571998) (← links)
- Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model (Q6573805) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence (Q6586541) (← links)
- A dynamic count process (Q6592803) (← links)
- Grouped network Poisson autoregressive model (Q6593378) (← links)
- Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods (Q6601952) (← links)
- Stationary count time series models (Q6602104) (← links)
- On higher-order moments of INGARCH processes (Q6606012) (← links)
- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)
- Bayesian Forecasting of Many Count-Valued Time Series (Q6626363) (← links)
- A spatio-temporal model and inference tools for longitudinal count data on multicolor cell growth (Q6636176) (← links)
- Count network autoregression (Q6641047) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series (Q6655926) (← links)
- On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods (Q6669917) (← links)
