Pages that link to "Item:Q4608132"
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The following pages link to An Introduction to Discrete‐Valued Time Series (Q4608132):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Penalized estimation of flexible hidden Markov models for time series of counts (Q145607) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
- Exact Bayesian designs for count time series (Q1727929) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (Q1996837) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- Clustering discrete-valued time series (Q2036151) (← links)
- A flexible univariate moving average time-series model for dispersed count data (Q2040906) (← links)
- On the determinants of data breaches: a cointegration analysis (Q2044811) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Classifying sleep states using persistent homology and Markov chains: a pilot study (Q2072596) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Non-parametric analysis of serial dependence in time series using ordinal patterns (Q2076140) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Modelling with the novel INAR(1)-PTE process (Q2157404) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon (Q2176324) (← links)
- Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
- Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
- On the individuals chart with supplementary runs rules under serial dependence (Q2218845) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- A geometric minification integer-valued autoregressive model (Q2241746) (← links)
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data (Q2245660) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry (Q2291309) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Regression analysis for multivariate process data of counts using convolved Gaussian processes (Q2301076) (← links)
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
- Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
- On Edgeworth models for count time series (Q2657996) (← links)
- On the performance of information criteria for model identification of count time series (Q2697066) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Handbook of discrete-valued time series (Q2789109) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- An ARL-unbiased thinning-based EWMA chart to monitor counts (Q4634015) (← links)
- Local asymptotic normality and efficient estimation for multivariate GINAR(<i>p</i>) models (Q4960789) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- On some measures of ordinal variation (Q5036945) (← links)
- <i>QMLE</i> of periodic integer-valued time series models (Q5042099) (← links)
