Pages that link to "Item:Q3349821"

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

Displaying 50 items.

• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis (Q3077649) (← links)
• First-order rounded integer-valued autoregressive (RINAR(1)) process (Q3077656) (← links)
• Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
• On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
• On the construction of stationary AR(1) models via random distributions (Q3396484) (← links)
• Inference for pth-order random coefficient integer-valued autoregressive processes (Q3411053) (← links)
• Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals (Q3458139) (← links)
• Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration (Q3462254) (← links)
• Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860) (← links)
• The INARCH(1) Model for Overdispersed Time Series of Counts (Q3590004) (← links)
• A New Class of Autoregressive Models for Time Series of Binomial Counts (Q3622061) (← links)
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties (Q3792108) (← links)
• Estimation for the semipareto processes (Q4216595) (← links)
• Asymptotic inference for nearly unstable INAR(1) models (Q4462701) (← links)
• An estimation procedure for the Hawkes process (Q4555098) (← links)
• Large and moderate deviations for the total population in the nearly unstable INAR(1) model (Q4563483) (← links)
• The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) (Q4613964) (← links)
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model (Q4677015) (← links)
• On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
• Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196) (← links)
• An INAR(1) model based on a mixed dependent and independent counting series (Q4960545) (← links)
• Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
• Regularly varying nonstationary second-order Galton–Watson processes with immigration (Q4967291) (← links)
• Binomial thinning models for integer time series (Q4970704) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• A p-Order signed integer-valued autoregressive (SINAR(p)) model (Q4979104) (← links)
• Convolution-closed models for count time series with applications (Q4979107) (← links)
• Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
• <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
• On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
• A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
• Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
• (Q5064757) (← links)
• Parameter change test for periodic integer-valued autoregressive process (Q5077230) (← links)
• On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion (Q5079103) (← links)
• Maximum likelihood estimation of the DDRCINAR(<i>p</i>) model (Q5079206) (← 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)
• Testing for INAR effects (Q5083893) (← 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)
• Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
• Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data (Q5111856) (← links)
• Integer-valued autoregressive models for counts showing underdispersion (Q5129084) (← links)
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale (Q5142178) (← links)