Semiparametric estimation of INAR models using roughness penalization.
- Published in:
- Statistical Methods & Applications, 2023, v. 32, n. 2, p. 365, doi. 10.1007/s10260-022-00655-0
- By:
- Publication type:
- Article
Works matching AU Aleksandrov, Boris
Results: 8
1
2
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity.
- Published in:
- Statistica Neerlandica, 2022, v. 76, n. 1, p. 35, doi. 10.1111/stan.12252
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- Publication type:
- Article
3
Checking Model Adequacy for Count Time Series by Using Pearson Residuals.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0018
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- Publication type:
- Article
4
Checking Model Adequacy for Count Time Series by Using Pearson Residuals.
- Published in:
- Journal of Time Series Econometrics, 2020, v. 12, n. 1, p. 1, doi. 10.1515/jtse-2018-0018
- By:
- Publication type:
- Article
5
Partial Autocorrelation Diagnostics for Count Time Series.
- Published in:
- Entropy, 2023, v. 25, n. 1, p. 105, doi. 10.3390/e25010105
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- Publication type:
- Article
6
Computing (Bivariate) Poisson Moments Using Stein–Chen Identities.
- Published in:
- American Statistician, 2022, v. 76, n. 1, p. 10, doi. 10.1080/00031305.2020.1763836
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- Publication type:
- Article
7
Optimal Stein‐type goodness‐of‐fit tests for count data.
- Published in:
- Biometrical Journal, 2023, v. 65, n. 2, p. 1, doi. 10.1002/bimj.202200073
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- Publication type:
- Article
8
Novel goodness-of-fit tests for binomial count time series.
- Published in:
- Statistics, 2022, v. 56, n. 5, p. 957, doi. 10.1080/02331888.2022.2134384
- By:
- Publication type:
- Article