Pages that link to "Item:Q4716092"
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The following pages link to Time series models with univariate margins in the convolution-closed infinitely divisible class (Q4716092):
Displaying 50 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal (Q783300) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- True integer value time series (Q1633203) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Thinning operations for modeling time series of counts -- a survey (Q2006850) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- A flexible univariate moving average time-series model for dispersed count data (Q2040906) (← links)
- Changepoint detection in non-exchangeable data (Q2103999) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
- On a flexible construction of a negative binomial model (Q2322638) (← links)
- Modeling time series of counts with a new class of INAR(1) model (Q2359164) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Time series analysis of categorical data using auto-mutual information (Q2390467) (← links)
- Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882) (← links)
- Extended constructions of stationary autoregressive processes (Q2494877) (← links)
- Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
- On the construction of stationary AR(1) models via random distributions (Q3396484) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Stationary state space models for longitudinal data (Q3512627) (← links)
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860) (← links)
- Generating dependent random numbers with given correlations and margins from exponential dispersion models (Q4346984) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Convolution-closed models for count time series with applications (Q4979107) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES (Q5051925) (← links)
- Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation (Q5055244) (← links)
- A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
- A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data (Q5111856) (← links)
- (Q5134544) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- Modelling a non-stationary BINAR(1) Poisson process (Q5221518) (← links)
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- Latent Gaussian Count Time Series (Q6107233) (← links)
- On quasi Pólya thinning operator (Q6138714) (← links)
- Diagnosing and modeling extra-binomial variation for time-dependent counts (Q6571864) (← links)
- Stationary count time series models (Q6602104) (← links)
