Pages that link to "Item:Q5748778"
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The following pages link to Testing model adequacy for some Markov regression models for time series (Q5748778):
Displaying 15 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Influence diagnostics in a general class of beta regression models (Q261469) (← links)
- Beta autoregressive moving average models (Q619120) (← links)
- A test for adequency of the regression model with application to data concerning the Caspian Sea (Q1269931) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
- A statistic to check model adequacy in time series (Q3474137) (← links)
- Local quasi-likelihood approach to varying-coefficient discrete-valued time series models (Q4470141) (← links)
- Assessment of Model Adequacy for Markov Regression Time Series Models (Q4666057) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- Interventions in log-linear Poisson autoregression (Q4970959) (← links)
- A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
- Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data (Q5135325) (← links)
- Inflated beta autoregressive moving average models (Q6103373) (← links)
