The following pages link to Forecasting in INAR(1) model (Q2923459):
Displaying 19 items.
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
- Coherent forecasting for over-dispersed time series of count data (Q890271) (← links)
- Coherent forecasting for stationary time series of discrete data (Q1621989) (← links)
- Bayesian nonparametric forecasting for INAR models (Q1659101) (← links)
- A new mixed first-order integer-valued autoregressive process with Poisson innovations (Q2068893) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones (Q2324265) (← links)
- The combined Poisson INMA\((q)\) models for time series of counts (Q2336934) (← links)
- Estimation and forecasting in SUINAR(1) model (Q2923446) (← links)
- A new class of INAR(1) model for count time series (Q4960613) (← links)
- Zero-Inflated NGINAR(1) process (Q5078273) (← links)
- Some estimation and forecasting procedures in Possion-Lindley INAR(1) process (Q5083959) (← links)
- Fully observed INAR(1) processes (Q5126971) (← links)
- A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
- Bayesian generalizations of the integer-valued autoregressive model (Q5861255) (← links)
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications (Q6636248) (← links)
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients (Q6643321) (← links)
