Pages that link to "Item:Q1657807"
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The following pages link to Modeling zero inflation in count data time series with bounded support (Q1657807):
Displaying 26 items.
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- First-order random coefficient mixed-thinning integer-valued autoregressive model (Q2122052) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- Modeling time series when some observations are zero (Q2280595) (← links)
- A multinomial autoregressive model for finite-range time series of counts (Q2301124) (← links)
- Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
- Modelling counts with state-dependent zero inflation (Q3386460) (← links)
- Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Testing for zero-inflation in count series: application to occupational health (Q5123428) (← links)
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations (Q5865414) (← links)
- Zero-modified count time series with Markovian intensities (Q6076568) (← links)
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator (Q6101008) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- Zero-inflated binomial integer-valued ARCH models for time series (Q6132703) (← links)
- A study for the NMBAR(1) processes (Q6558501) (← links)
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models (Q6573058) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
- Stationary count time series models (Q6602104) (← links)
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence (Q6611224) (← links)
- Untangling serially dependent underreported count data for gender-based violence (Q6628704) (← links)
