Pages that link to "Item:Q284209"
From MaRDI portal
The following pages link to A bivariate INAR(1) model with different thinning parameters (Q284209):
Displaying 16 items.
- A bivariate \(INAR(1)\) time series model with geometric marginals (Q427649) (← links)
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion (Q1669695) (← links)
- Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Estimation in a bivariate integer-valued autoregressive process (Q2830781) (← links)
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables (Q5065278) (← links)
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes (Q5077416) (← links)
- A bivariate first-order signed integer-valued autoregressive process (Q5349184) (← links)
- On the theory of periodic multivariate INAR processes (Q5970746) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- A negative binomial thinning‐based bivariate INAR(1) process (Q6067703) (← links)
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011) (← links)
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)