Pages that link to "Item:Q1824330"
From MaRDI portal
The following pages link to Goodness-of-fit for a branching process with immigration using sample partial autocorrelations (Q1824330):
Displaying 15 items.
- Independence of partial autocorrelations for a classical immigration branching process (Q1176546) (← links)
- Quenouille-type theorem on autocorrelations (Q1373249) (← links)
- Markov chains as models in statistical mechanics (Q1790351) (← links)
- Branching processes. II (Q1910813) (← links)
- Limited distribution of sample partial autocorrelations: A matrix approach (Q1965890) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- Score statistics for testing serial dependence in count data (Q2852594) (← links)
- Tests based on sample partial autocorrelations (Q4209929) (← links)
- Practical estimation from the sum of ar(1) processes (Q4232102) (← links)
- Testing for serial dependence in time series models of counts (Q4431628) (← links)
- Binomial thinning models for integer time series (Q4970704) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
