Pages that link to "Item:Q2932764"
From MaRDI portal
The following pages link to Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764):
Displaying 10 items.
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- Moment formulas for multitype continuous state and continuous time branching process with immigration (Q325909) (← links)
- Statistical inference of 2-type critical Galton-Watson processes with immigration (Q1744226) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
- Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration (Q2350054) (← links)
- Asymptotic inference for nearly unstable INAR(1) models (Q4462701) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
