The following pages link to Discrete-valued ARMA processes (Q840814):
Displaying 25 items.
- On binary and categorical time series models with feedback (Q406539) (← links)
- Serial dependence of NDARMA processes (Q1615150) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- The max-BARMA models for counts with bounded support (Q1726724) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Auto-association measures for stationary time series of categorical data (Q2513938) (← links)
- Continuous-time ARMA processes (Q2734966) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- (Q3790401) (← links)
- Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model (Q4359009) (← links)
- The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) (Q4613964) (← links)
- A new class of INAR(1) model for count time series (Q4960613) (← links)
- Modelling and coherent forecasting of zero-inflated count time series (Q4970997) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Time series analysis of categorical data using auto-odds ratio function (Q5147573) (← links)
- Reachability of discrete time ARMA representations (Q5162719) (← links)
- An integer-valued bilinear time series model via two random operators (Q5861147) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
- One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data (Q6547354) (← links)
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)
