Pages that link to "Item:Q4994804"
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The following pages link to The predictive distributions of thinning‐based count processes (Q4994804):
Displaying 10 items.
- Random record processes and state dependent thinning (Q1346151) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
- Count Data Time Series Models Based on Expectation Thinning (Q3161159) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)