Pages that link to "Item:Q712525"
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The following pages link to On weak dependence conditions: the case of discrete valued processes (Q712525):
Displaying 20 items.
- Bootstrapping INAR models (Q61791) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Conditions for weak dependence for stationary processes (Q1098158) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
- Mixing properties and central limit theorem for associated point processes (Q2419655) (← links)
- Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
- (Q3761392) (← links)
- (Q4954712) (← links)
- Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
- Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
