Pages that link to "Item:Q946258"

The following pages link to A non-stationary integer-valued autoregressive model (Q946258):

Displaying 49 items.

• Bootstrapping INAR models (Q61791) (← links)
• A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
• An INAR model with discrete Laplace marginal distributions (Q288010) (← links)
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation (Q370343) (← links)
• A new skew integer valued time series process (Q670104) (← links)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
• A skew INAR(1) process on \(\mathbb {Z}\) (Q1621964) (← links)
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
• Integer-valued moving average models with structural changes (Q1717897) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357) (← links)
• A Skellam GARCH model (Q1994038) (← links)
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
• A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases (Q2243476) (← links)
• Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
• Bivariate first-order random coefficient integer-valued autoregressive processes (Q2317346) (← links)
• A parametric study for the first-order signed integer-valued autoregressive process (Q2320804) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• SPC methods for time-dependent processes of counts—A literature review (Q2813523) (← links)
• On the Rounded Integer-Valued Autoregressive Process (Q2815367) (← links)
• Generalized RCINAR(1) Process with Signed Thinning Operator (Q2920003) (← links)
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING (Q2933194) (← links)
• Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator (Q3085290) (← links)
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations (Q4639106) (← links)
• A parametric time series model with covariates for integers in Z (Q4970984) (← links)
• Thinning-based models in the analysis of integer-valued time series: a review (Q4971438) (← links)
• Integer‐valued asymmetric garch modeling (Q5012864) (← links)
• Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
• (Q5064757) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
• A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• (Q5207214) (← links)
• Modelling a non-stationary BINAR(1) Poisson process (Q5221518) (← links)
• On the theory of periodic multivariate INAR processes (Q5970746) (← links)
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
• Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
• A Trinomial difference autoregressive model and its applications (Q6548849) (← links)
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)
• SPC methods for nonstationary correlated count data with application to network surveillance (Q6571880) (← links)
• Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
• A bilinear modeling in counts time series with applications (Q6604196) (← links)
• A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients (Q6643321) (← links)