Pages that link to "Item:Q2802909"
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The following pages link to Poisson QMLE of count time series models (Q2802909):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- On maximum likelihood estimation for count data models (Q758075) (← links)
- Maximum likelihood estimation for an observation driven model for Poisson counts (Q812972) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Limit theorems for regression models of time series of counts (Q1971381) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- The combined Poisson INMA\((q)\) models for time series of counts (Q2336934) (← links)
- Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882) (← links)
- Observation-driven models for Poisson counts (Q2813895) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Parameter estimation for a threshold Poisson log-linear autoregressive model (Q2990564) (← links)
- Poisson Autoregression (Q3069878) (← links)
- Some ARMA models for dependent sequences of poisson counts (Q3814601) (← links)
- POISSON REGRESSION WITH A PERIODIC FUNCTION (Q4449050) (← links)
- Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
- ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA (Q4601683) (← links)
- Threshold negative binomial autoregressive model (Q4613925) (← links)
- Analysis of low count time series data by poisson autoregression (Q4677038) (← links)
- Time series count data regression (Q4843653) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
