The following pages link to Poisson Autoregression (Q3069878):
Displaying 50 items.
- Financial contagion through space-time point processes (Q2059116) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- Dependence on a collection of Poisson random variables (Q2125965) (← 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)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← 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)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
- Bivariate binomial autoregressive models (Q2637613) (← links)
- Poisson QMLE of count time series models (Q2802909) (← links)
- Dynamic binomials with an application to gender bias analysis (Q2804414) (← links)
- Modelling interventions in INGARCH processes (Q2804921) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Stationarity test for Poisson autoregressive model (Q3195785) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004) (← links)
- On autocorrelation in a Poisson regression model (Q4520216) (← links)
- Threshold negative binomial autoregressive model (Q4613925) (← links)
- Analysis of Poisson varying-coefficient models with autoregression (Q4639147) (← links)
- Analysis of low count time series data by poisson autoregression (Q4677038) (← links)
- Automatic Smoothing for Poisson Regression (Q4678838) (← links)
