Pages that link to "Item:Q5299493"

The following pages link to Binomial AR(1) processes: moments, cumulants, and estimation (Q5299493):

Displaying 25 items.

• Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
• A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
• Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
• Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
• A multinomial autoregressive model for finite-range time series of counts (Q2301124) (← links)
• Testing for an excessive number of zeros in time series of bounded counts (Q2324282) (← links)
• Mixed Poisson INAR(1) processes (Q2338237) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
• Modelling counts with state-dependent zero inflation (Q3386460) (← links)
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
• Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
• Statistical monitoring of a web server for error rates: a bivariate time-series copula-based modeling approach (Q5138705) (← links)
• Goodness-of-fit tests for binomial AR(1) processes (Q5263981) (← links)
• (Q5879919) (← links)
• CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)
• A study of binomial AR(1) process with an alternative generalized binomial thinning operator (Q6101008) (← links)
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
• Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
• Diagnosing and modeling extra-binomial variation for time-dependent counts (Q6571864) (← links)
• Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
• A binomial integer-valued ARCH model (Q6632742) (← links)