Pages that link to "Item:Q1015866"

The following pages link to A new geometric first-order integer-valued autoregressive (NGINAR(1)) process (Q1015866):

Displaying 50 items.

• Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
• First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
• Random environment integer-valued autoregressive process (Q2789393) (← links)
• A note on an integer valued time series model with Poisson–negative binomial marginal distribution (Q2807662) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• A geometric time series model with a new dependent Bernoulli counting series (Q2832639) (← links)
• A geometric time series model with dependent Bernoulli counting series (Q2864625) (← links)
• Integer valued AR(1) with geometric innovations (Q2869629) (← links)
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
• Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003) (← links)
• A geometric time-series model with an alternative dependent Bernoulli counting series (Q2980134) (← links)
• Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
• On two classes of reflected autoregressive processes (Q3299456) (← links)
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
• On Shifted Geometric INAR(1) Models Based on Geometric Counting Series (Q4904688) (← links)
• An INAR(1) model based on a mixed dependent and independent counting series (Q4960545) (← links)
• A new class of INAR(1) model for count time series (Q4960613) (← links)
• A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
• Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
• Modelling and coherent forecasting of zero-inflated count time series (Q4970997) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• A MIXED BILINEAR INAR(1) MODEL (Q5012160) (← links)
• A mixed thinning based geometric INAR(1) model (Q5020387) (← links)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
• Fractional approaches for the distribution of innovation sequence of INAR(1) processes (Q5077416) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• Zero-Inflated NGINAR(1) process (Q5078273) (← links)
• On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion (Q5079103) (← links)
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart (Q5082608) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
• Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
• Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones (Q5086086) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
• Control charts based on dependent count data with deflation or inflation of zeros (Q5107522) (← links)
• The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations (Q5107729) (← links)
• Nonparametric estimation in random sum models (Q5148446) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)
• A generalised NGINAR(1) process with inflated‐parameter geometric counting series (Q5361181) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
• A mixed INAR(<i>p</i>) model (Q5397965) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
• A dependent counting INAR model with serially dependent innovation (Q5861472) (← links)
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
• First-order random coefficient INAR process with dependent counting series (Q5866162) (← links)
• Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)