Pages that link to "Item:Q4631610"
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The following pages link to Efficient Probabilistic Forecasts for Counts (Q4631610):
Displaying 24 items.
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- Calibration tests for count data (Q2342870) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
- Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale (Q5142178) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
- Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- PMF forecasting for count processes: a comprehensive performance analysis (Q6601927) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients (Q6643321) (← links)
