Pages that link to "Item:Q3349821"

The following pages link to THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL (Q3349821):

Displaying 50 items.

• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
• A new mixed first-order integer-valued autoregressive process with Poisson innovations (Q2068893) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
• Estimation for random coefficient integer-valued autoregressive model under random environment (Q2142010) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
• On tail behaviour of stationary second-order Galton-Watson processes with immigration (Q2218144) (← links)
• A non-linear random environment \(\mathrm{INAR}(1)\) model (Q2226328) (← links)
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
• Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• A multinomial autoregressive model for finite-range time series of counts (Q2301124) (← links)
• Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
• A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• On a flexible construction of a negative binomial model (Q2322638) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
• Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
• Replicated INAR(1) processes (Q2433250) (← links)
• First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
• Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (Q2507712) (← links)
• Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• Estimation in integer-valued moving average models (Q2759391) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• On suitability of negative binomial marginals and geometric counting sequence in some applications of combined INAR(\(p\)) model (Q2815309) (← links)
• On the Rounded Integer-Valued Autoregressive Process (Q2815367) (← links)
• A geometric time series model with a new dependent Bernoulli counting series (Q2832639) (← links)
• The study on limit distributions of the estimator of non-stationary INAR(1) process (Q2860207) (← links)
• A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
• Binomial ARMA count series from renewal processes (Q2870836) (← links)
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277) (← links)
• The Asymptotic Behavior of INAR (<i>p</i>) Models (Q2921853) (← links)
• Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• Periodic integer-valued bilinear time series model (Q2979591) (← links)
• A geometric time-series model with an alternative dependent Bernoulli counting series (Q2980134) (← links)
• Innovational Outliers in INAR(1) Models (Q3064076) (← links)
• Efficient order selection algorithms for integer-valued ARMA processes (Q3077639) (← links)