Pages that link to "Item:Q2218618"
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The following pages link to Testing the dispersion structure of count time series using Pearson residuals (Q2218618):
Displaying 8 items.
- On a dispersion model with Pearson residual responses (Q139959) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
- On bivariate threshold Poisson integer-valued autoregressive processes (Q6054659) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator (Q6101008) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
