Pages that link to "Item:Q2027225"
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The following pages link to Flexible bivariate Poisson integer-valued GARCH model (Q2027225):
Displaying 15 items.
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- A Poisson equation-based method for 3D reconstruction of animated images (Q2064670) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391) (← links)
- Softplus negative binomial network autoregression (Q6548909) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
