Pages that link to "Item:Q2175651"
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The following pages link to Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651):
Displaying 10 items.
- On some properties of autoregressive conditional Poisson (ACP) models (Q1046300) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Stabilizing properties of maximum penalized likelihood estimation for additive Poisson regression (Q4311593) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Order shrinkage and selection for the INGARCH(p,q) model (Q5164572) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods (Q6669917) (← links)
