Pages that link to "Item:Q1623597"

The following pages link to Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597):

Displaying 50 items.

• Bootstrapping INAR models (Q61791) (← links)
• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• A geometric time series model with inflated-parameter Bernoulli counting series (Q334058) (← links)
• On mixing properties of some INAR models (Q503989) (← links)
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems (Q719773) (← links)
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations (Q1624679) (← links)
• Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
• Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
• Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion (Q1694487) (← links)
• Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
• INAR(1) processes with inflated-parameter generalized power series innovations (Q2019874) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Modelling with the novel INAR(1)-PTE process (Q2157404) (← links)
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices (Q2176343) (← links)
• Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
• Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• A time series model based on dependent zero inflated counting series (Q2228226) (← links)
• Noncausal counting processes: a queuing perspective (Q2233556) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• A GQL-based inference in non-stationary BINMA(1) time series (Q2273188) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
• Mixed Poisson INAR(1) processes (Q2338237) (← links)
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
• Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• The Marginal Distribution of Compound Poisson INAR(1) Processes (Q2833387) (← links)
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
• Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals (Q3458139) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
• A new class of INAR(1) model for count time series (Q4960613) (← links)
• Bayesian comparative study on binary time series (Q4960725) (← links)
• A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• (Q5023014) (← links)
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
• Computing (Bivariate) Poisson Moments Using Stein–Chen Identities (Q5050790) (← links)