Pages that link to "Item:Q3814601"
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The following pages link to Some ARMA models for dependent sequences of poisson counts (Q3814601):
Displaying 50 items.
- Statistical inference for first-order random coefficient integer-valued autoregressive processes (Q264371) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Second order longitudinal dynamic models with covariates: estimation and forecasting (Q479482) (← links)
- Zero truncated Poisson integer-valued AR\((1)\) model (Q604645) (← links)
- Some autoregressive moving average processes with generalized Poisson marginal distributions (Q688340) (← links)
- Robust inferences in longitudinal models for binary and count panel data in the presence of outliers (Q717209) (← links)
- Linear characterizations of the Poisson distribution (Q758027) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
- Efficient parameter estimation for independent and INAR(1) negative binomial samples (Q870516) (← links)
- Gibbs sampling, exponential families and orthogonal polynomials (Q900452) (← links)
- Serial dependence and regression of Poisson INARMA models (Q935428) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Testing independence of two autocorrelated binary time series (Q1044019) (← links)
- Ergodic properties of stationary Poisson sequences (Q1196856) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Modelling some stationary Markov processes and related characterizations (Q1372420) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- On familial longitudinal Poisson mixed models with gamma random effects. (Q1426356) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- True integer value time series (Q1633203) (← links)
- Poisson-Lindley INAR(1) model with applications (Q1654326) (← links)
- Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion (Q1669695) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- The max-BARMA models for counts with bounded support (Q1726724) (← links)
- Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration (Q1745258) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- An overview on regression models for discrete longitudinal responses (Q1764308) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- A flexible univariate moving average time-series model for dispersed count data (Q2040906) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Analyzing unevenly spaced longitudinal count data (Q2061741) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
