Pages that link to "Item:Q626420"

The following pages link to Estimation and testing for a Poisson autoregressive model (Q626420):

Displaying 38 items.

• Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
• Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• Tests for the response distribution in a Poisson regression model (Q1866228) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)
• A model for integer-valued time series with conditional overdispersion (Q1927204) (← links)
• Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882) (← links)
• Empirical likelihood for linear and log-linear INGARCH models (Q2513797) (← links)
• Bivariate binomial autoregressive models (Q2637613) (← links)
• Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
• Poisson Autoregression (Q3069878) (← links)
• Stationarity test for Poisson autoregressive model (Q3195785) (← links)
• Specification Test for Poisson Regression Models (Q3745139) (← links)
• On autocorrelation in a Poisson regression model (Q4520216) (← links)
• Analysis of Poisson varying-coefficient models with autoregression (Q4639147) (← links)
• Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
• A negative binomial integer-valued GARCH model (Q4979080) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• ROBUST FITTING OF INARCH MODELS (Q5176861) (← links)
• Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
• (Q6123715) (← links)
• Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
• Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations (Q6171873) (← links)
• A study for the NMBAR(1) processes (Q6558501) (← links)
• A binomial integer-valued ARCH model (Q6632742) (← links)
• Diagnostic checks in time series models based on a new correlation coefficient of residuals (Q6643316) (← links)