The following pages link to Poisson Autoregression (Q3069878):
Displaying 50 items.
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- State-space models for count time series with excess zeros (Q4971405) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Monitoring a bivariate INAR(1) process with application to Hepatitis A (Q5079463) (← 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)
- 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)
- Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← 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)
- Variable selection in sparse GLARMA models (Q5095838) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Estimation of zero-inflated parameter-driven models via data cloning (Q5107367) (← links)
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models (Q5107516) (← links)
- Walsh Fourier Transform of Locally Stationary Time Series (Q5111847) (← links)
- The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
- ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
- On count time series prediction (Q5220723) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
- Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← 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)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Some recent progress in count time series (Q5402579) (← links)
- Parameter change test for zero-inflated generalized Poisson autoregressive models (Q5739682) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
- Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
