Pages that link to "Item:Q4608132"

The following pages link to An Introduction to Discrete‐Valued Time Series (Q4608132):

Displaying 50 items.

• Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
• Computing (Bivariate) Poisson Moments Using Stein–Chen Identities (Q5050790) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
• First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
• Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
• Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
• Variable selection in sparse GLARMA models (Q5095838) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors (Q5117970) (← links)
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series (Q5120657) (← links)
• Bayesian generalizations of the integer-valued autoregressive model (Q5861255) (← links)
• Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes (Q5861427) (← links)
• Inference for bivariate integer-valued moving average models based on binomial thinning operation (Q5861431) (← links)
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
• On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
• On periodic integer-valued moving average (INMA (<i>q</i>)) models (Q5887981) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)
• Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
• Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
• Count Time Series: A Methodological Review (Q6044640) (← links)
• Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
• CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)
• Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
• On the discrete analogue of the Teissier distribution and its associated INAR(1) process (Q6094057) (← links)
• A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases (Q6102638) (← links)
• A model of discrete random walk with history-dependent transition probabilities (Q6115013) (← links)
• Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
• Seasonal count time series (Q6135336) (← 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)
• Two-step conditional least squares estimation in ADCINAR(1) process, revisited (Q6152262) (← links)
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations (Q6171522) (← links)
• Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011) (← links)
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
• New discrete Bilal distribution and associated INAR(1) process (Q6180928) (← links)
• Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)
• INAR approximation of bivariate linear birth and death process (Q6190219) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• On the approximation of high-order binary Markov chains by parsimonious models (Q6548989) (← links)
• An empirical likelihood-based unified test for the integer-valued AR(1) models (Q6556775) (← links)
• Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
• Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
• Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics (Q6569964) (← links)
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)