Pages that link to "Item:Q2282603"
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The following pages link to Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603):
Displaying 7 items.
- Bootstrapping INAR models (Q61791) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Forecasting in INAR(1) model (Q2923459) (← links)
- The predictive distributions of thinning‐based count processes (Q4994804) (← links)
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications (Q6636248) (← links)