The following pages link to Jumps in binomial AR(1) processes (Q731941):
Displaying 18 items.
- INARCH(1) processes: Higher-order moments and jumps (Q613159) (← links)
- A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Statistical inference for the covariates-driven binomial AR(1) process (Q2240659) (← links)
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry (Q2392708) (← links)
- Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744) (← links)
- Chain Binomial Models and Binomial Autoregressive Processes (Q4649058) (← links)
- Extended binomial AR(1) processes with generalized binomial thinning operator (Q5077435) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Binomial AR(1) processes: moments, cumulants, and estimation (Q5299493) (← links)
- An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts (Q6062032) (← links)
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831) (← links)
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data (Q6114843) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data (Q6547354) (← links)
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models (Q6573058) (← links)
- Constrained estimation for the binomial AR(1) model: on Bayesian approach (Q6667625) (← links)
