Pages that link to "Item:Q2802909"
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The following pages link to Poisson QMLE of count time series models (Q2802909):
Displaying 27 items.
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
- A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
- Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← 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)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models (Q6060899) (← links)
- Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models (Q6090562) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- (Q6123715) (← links)
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
- A multiplicative thinning‐based integer‐valued GARCH model (Q6148341) (← links)
- Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)
- Marginal likelihood estimation for the negative binomial INGARCH model (Q6562733) (← links)
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function (Q6567406) (← links)
- Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
- Epidemic change-point detection in general integer-valued time series (Q6571998) (← links)
- Grouped network Poisson autoregressive model (Q6593378) (← links)
- Stationary count time series models (Q6602104) (← links)
- Quasi-likelihood estimation in volatility models for semi-continuous time series (Q6636843) (← links)
- Count network autoregression (Q6641047) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
