Pages that link to "Item:Q5129143"
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The following pages link to Integer autoregressive models with structural breaks (Q5129143):
Displaying 11 items.
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
- On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- Statistical analysis of the non-stationary binomial AR(1) model with change point (Q6039483) (← links)
- Forecasting overdispersed INAR(1) count time series with negative binomial marginal (Q6172610) (← links)
- Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616) (← links)
- A mixture integer-valued autoregressive model with a structural break (Q6560113) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
