Pages that link to "Item:Q4608132"

The following pages link to An Introduction to Discrete‐Valued Time Series (Q4608132):

Displaying 29 items.

• Generalized discrete autoregressive moving-average models (Q6578130) (← links)
• Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
• On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
• Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
• A model and application of binary random sequence with probabilities depending on history. (Q6584501) (← links)
• Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence (Q6586541) (← links)
• Whittle likelihood estimation in INAR(1) process (Q6588654) (← links)
• Grouped network Poisson autoregressive model (Q6593378) (← links)
• PMF forecasting for count processes: a comprehensive performance analysis (Q6601927) (← links)
• Stationary count time series models (Q6602104) (← links)
• On higher-order moments of INGARCH processes (Q6606012) (← links)
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence (Q6611224) (← links)
• Bayesian hidden Markov models for latent variable labeling assignments in conflict research: application to the role ceasefires play in conflict dynamics (Q6616341) (← links)
• Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
• Comment on ``Under-reported data analysis with INAR-hidden Markov chains'' (Q6625699) (← links)
• A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data (Q6626452) (← links)
• Analyzing categorical time series in the presence of missing observations (Q6627964) (← links)
• A multivariate statistical approach to predict COVID-19 count data with epidemiological interpretation and uncertainty quantification (Q6628030) (← links)
• Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns (Q6631138) (← links)
• A log-linear model for non-stationary time series of counts (Q6632625) (← links)
• A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model (Q6633381) (← links)
• Statistical modelling of COVID-19 and drug data via an INAR(1) process with a recent thinning operator and cosine Poisson innovations (Q6636247) (← links)
• Existence of a periodic and seasonal INAR process (Q6636851) (← 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)
• Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
• On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods (Q6669917) (← links)
• Soft-clipping INGARCH models for time series of bounded counts (Q6669967) (← links)