Pages that link to "Item:Q5962745"
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The following pages link to Retrospective Bayesian outlier detection in INGARCH series (Q5962745):
Displaying 11 items.
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
- Integer-valued transfer function models for counts that show zero inflation (Q2105370) (← links)
- A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
- Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183) (← links)
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)
