Pages that link to "Item:Q1010577"
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The following pages link to Time series of count data: Modeling, estimation and diagnostics (Q1010577):
Displaying 50 items.
- Modelling time series of counts with overdispersion (Q257536) (← links)
- Modeling individual migraine severity with autoregressive ordered probit models (Q261572) (← links)
- Modelling changes in Arctic sea ice cover: an application of generalized and inflated beta and gamma densities (Q499757) (← links)
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
- INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Efficient importance sampling for ML estimation of SCD models (Q961389) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Regression models for binary time series with gaps (Q1023754) (← links)
- Duration, transition and count data models. Conference. Paris, France. December 1992 (Q1362491) (← links)
- Some properties of multivariate INAR(1) processes (Q1615111) (← links)
- Minimum density power divergence estimator for Poisson autoregressive models (Q1623690) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Estimating time series models for count data using efficient importance sampling (Q1879469) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Bayesian inference for an adaptive ordered probit model: an application to brain computer interfacing (Q1952555) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data (Q2009628) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Public news announcements and quoting activity in the Euro/Dollar foreign exchange market (Q2445698) (← links)
- Efficient importance sampling maximum likelihood estimation of stochastic differential equations (Q2445730) (← links)
- Estimating stochastic volatility models using realized measures (Q2691659) (← links)
- A note on an integer valued time series model with Poisson–negative binomial marginal distribution (Q2807662) (← links)
- SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
- Observation-driven models for Poisson counts (Q2813895) (← links)
- Parallel tempering for dynamic generalized linear models (Q2832630) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Count Data Time Series Models Based on Expectation Thinning (Q3161159) (← links)
- Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
