Pages that link to "Item:Q4979080"

The following pages link to A negative binomial integer-valued GARCH model (Q4979080):

Displaying 50 items.

• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
• Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• State-space models for count time series with excess zeros (Q4971405) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
• Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
• Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q5006016) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Copula directional dependence of discrete time series marginals (Q5082811) (← links)
• On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data (Q5085982) (← links)
• A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
• On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
• Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Parameter-driven state-space model for integer-valued time series with application (Q5107398) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849) (← links)
• On count time series prediction (Q5220723) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
• Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
• Drug Resistance or Re-Emergence? Simulating Equine Parasites (Q5270720) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
• Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)
• Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
• Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models (Q6060899) (← links)
• Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
• Non-linear INAR(1) processes under an alternative geometric thinning operator (Q6075573) (← links)
• A marginal moment matching approach for fitting endemic‐epidemic models to underreported disease surveillance counts (Q6079250) (← links)
• (Q6123715) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
• Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
• On consistency for time series model selection (Q6166021) (← links)
• On a periodic <i>SETINAR</i> model (Q6171513) (← links)
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
• Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)
• Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)