Pages that link to "Item:Q491400"
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The following pages link to Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400):
Displaying 13 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- Diagnostic checks in time series models based on a new correlation coefficient of residuals (Q6643316) (← links)
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models (Q6664668) (← links)
