Pages that link to "Item:Q4843973"

The following pages link to Model Checking via Parametric Bootstraps in Time Series Analysis (Q4843973):

Displaying 25 items.

• Bootstrapping INAR models (Q61791) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Feature matching in time series modeling (Q635410) (← links)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
• Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
• Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• Constrained-realization Monte-Carlo method for hypothesis testing (Q1917975) (← links)
• Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
• A statistical model for under- or overdispersed clustered and longitudinal count data (Q3013945) (← links)
• Bootstrap-based evaluation of markov-switching time series models (Q4211360) (← links)
• (Q4461337) (← links)
• Outliers detection in time series (Q4851421) (← links)
• A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION (Q4855268) (← links)
• Convolution-closed models for count time series with applications (Q4979107) (← links)
• <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
• Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
• Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models (Q5082661) (← links)
• Time-varying autoregressive conditional duration model (Q5123583) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• A generalization of some classical time series tools (Q5941423) (← links)
• A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)
• A testing approach to clustering scalar time series (Q6135376) (← links)
• A binomial integer-valued ARCH model (Q6632742) (← links)