Pages that link to "Item:Q5263981"
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The following pages link to Goodness-of-fit tests for binomial AR(1) processes (Q5263981):
Displaying 14 items.
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
- (Q3498084) (← links)
- Goodness-of-fit tests for autoregressive processes (Q4351573) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models (Q6573058) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
