Pages that link to "Item:Q4202678"

The following pages link to First order autoregressive time series with negative binomial and geometric marginals (Q4202678):

Displaying 18 items.

• First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
• On first-order integer-valued autoregressive process with Katz family innovations (Q5106798) (← links)
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
• A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data (Q5111856) (← links)
• Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
• An Analysis of Poisson Moving-Average Processes (Q5488555) (← links)
• A dependent counting INAR model with serially dependent innovation (Q5861472) (← links)
• Count Time Series: A Methodological Review (Q6044640) (← links)
• A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases (Q6102638) (← links)
• Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
• On binomial thinning and mixing (Q6135891) (← links)
• An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions (Q6168077) (← links)
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations (Q6171522) (← links)
• The balanced discrete Burr–Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications (Q6579805) (← links)
• Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
• A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
• Integer-valued autoregressive models based on quasi Pólya thinning operator (Q6635305) (← links)