Pages that link to "Item:Q2507712"
From MaRDI portal
The following pages link to Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (Q2507712):
Displaying 19 items.
- Bootstrapping INAR models (Q61791) (← links)
- A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model (Q133286) (← links)
- An INAR model with discrete Laplace marginal distributions (Q288010) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- A new skew integer valued time series process (Q670104) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
- The study on limit distributions of the estimator of non-stationary INAR(1) process (Q2860207) (← links)
- Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (Q2884863) (← links)
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277) (← links)
- Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series (Q3028142) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS (Q4540609) (← links)
- On Shifted Geometric INAR(1) Models Based on Geometric Counting Series (Q4904688) (← links)
- Zero-Inflated NGINAR(1) process (Q5078273) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831) (← links)