Pages that link to "Item:Q665032"
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The following pages link to Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032):
Displaying 50 items.
- First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Modeling zero inflation in count data time series with bounded support (Q1657807) (← links)
- A Poisson-gamma model for zero inflated rainfall data (Q1658191) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- Inferential aspects of the zero-inflated Poisson INAR(1) process (Q1985044) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Integer-valued transfer function models for counts that show zero inflation (Q2105370) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- On the zero-modified Poisson model: Bayesian analysis and posterior divergence measure (Q2259765) (← links)
- Modeling time series when some observations are zero (Q2280595) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study (Q2330525) (← links)
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations (Q2355264) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- Poisson QMLE of count time series models (Q2802909) (← links)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models (Q3389597) (← links)
- Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
- Threshold negative binomial autoregressive model (Q4613925) (← links)
- Time Series of Zero‐Inflated Counts and their Coherent Forecasting (Q4687565) (← links)
- State-space models for count time series with excess zeros (Q4971405) (← links)
- A negative binomial integer-valued GARCH model (Q4979080) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q5006016) (← links)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data (Q5085982) (← links)
- Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- Monitoring parameter shift with Poisson integer-valued GARCH models (Q5106885) (← links)
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
