Pages that link to "Item:Q5361181"
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The following pages link to A generalised NGINAR(1) process with inflated‐parameter geometric counting series (Q5361181):
Displaying 18 items.
- A geometric time series model with inflated-parameter Bernoulli counting series (Q334058) (← links)
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process (Q537409) (← links)
- A new skew integer valued time series process (Q670104) (← links)
- Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
- A non-stationary integer-valued autoregressive model (Q946258) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Modelling with the novel INAR(1)-PTE process (Q2157404) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros (Q4960767) (← links)
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (Q5036488) (← links)
- The negative binomial process: A tractable model with composite likelihood‐based inference (Q5043770) (← links)
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes (Q5077416) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- A New Generalization of Geometric Distribution with Properties and Applications (Q5088003) (← links)
- An one-parameter compounding discrete distribution (Q5865423) (← links)
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases (Q6102638) (← links)
- Alternative procedures in dependent counting INAR process with application on COVID-19 (Q6181886) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
