The following pages link to Log-linear Poisson autoregression (Q631623):
Displaying 50 items.
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- On the determinants of data breaches: a cointegration analysis (Q2044811) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
- Poisson QMLE of count time series models (Q2802909) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Poisson Autoregression (Q3069878) (← links)
- Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
- Interventions in log-linear Poisson autoregression (Q4970959) (← links)
- Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Variable selection in sparse GLARMA models (Q5095838) (← links)
