Cover Image

Semiparametric mean and variance joint models with Laplace link functions for count time series

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Tianqing, Yuan, Xiaohui
Format:	Preprint
Published:	2024
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Semiparametric mean and variance joint models with clipped-Laplace link functions for bounded integer-valued time series
by: Liu, Tianqing, et al.
Published: (2024)

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by: Armillotta, Mirko, et al.
Published: (2023)

Asymptotics of predictive distributions driven by sample means and variances
by: Garelli, Samuele, et al.
Published: (2024)

Do we need to estimate the variance in robust mean estimation?
by: Sun, Qiang
Published: (2021)

Semiparametric fiducial inference for Cox models
by: Cui, Yifan, et al.
Published: (2024)

Basis expansion approaches for functional analysis of variance with repeated measures
by: Acal, Christian, et al.
Published: (2024)

On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)

Gradual changes in functional time series
by: Bastian, Patrick, et al.
Published: (2024)

Inference in generalized linear models with robustness to misspecified variances
by: De Santis, Riccardo, et al.
Published: (2022)

Semiparametric Joint Inference for Sensitivity and Specificity at the Youden-Optimal Cut-Off
by: Liu, Siyan, et al.
Published: (2026)

Moment Martingale Posteriors for Semiparametric Predictive Bayes
by: Yung, Yiu Yin, et al.
Published: (2025)

Semiparametric adaptive estimation under informative sampling
by: Morikawa, Kosuke, et al.
Published: (2022)

Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments
by: Bu, Qiushi, et al.
Published: (2025)

Semiparametrics via parametrics and contiguity
by: Lee, Adam, et al.
Published: (2025)

Semiparametric Efficient Fusion of Individual Data and Summary Statistics
by: Hu, Wenjie, et al.
Published: (2022)

Robust Semiparametric Inference for Bayesian Additive Regression Trees
by: Breunig, Christoph, et al.
Published: (2025)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
by: Wang, Hongjian, et al.
Published: (2023)

An autocovariance-based learning framework for high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2020)

A Unified Framework for Semiparametrically Efficient Semi-Supervised Learning
by: Xu, Zichun, et al.
Published: (2025)

On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
by: Ding, Xiucai, et al.
Published: (2024)

Bayesian Learning of Relational Graph in Semiparametric High-dimensional Time Series
by: Roy, Arkaprava, et al.
Published: (2024)

Semiparametric Efficient Data Integration Using the Dual-Frame Sampling Framework
by: Morikawa, Kosuke, et al.
Published: (2026)

A note on distance variance for categorical variables
by: Zhang, Qingyang
Published: (2024)

Optimal inference for the mean of random functions
by: Kassi, Omar, et al.
Published: (2025)

Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
by: Qu, Zhaonan, et al.
Published: (2021)

Semiparametric Efficiency of Residual Correlation Testing under Gaussian Additive Noise Models
by: Tang, Yin, et al.
Published: (2026)

Principal Stratification with Continuous Post-Treatment Variables: Nonparametric Identification and Semiparametric Estimation
by: Lu, Sizhu, et al.
Published: (2023)

Weight-calibrated estimation for factor models of high-dimensional time series
by: Qiao, Xinghao, et al.
Published: (2025)

Fast and reliable confidence intervals for a variance component
by: Zhang, Yiqiao, et al.
Published: (2024)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
by: Bai, Lujia, et al.
Published: (2024)

From sparse to dense functional time series: phase transitions of detecting structural breaks and beyond
by: Cai, Leheng, et al.
Published: (2024)

Transfer Learning under Group-Label Shift: A Semiparametric Exponential Tilting Approach
by: Cheng, Manli, et al.
Published: (2025)

Sharp variance estimator and causal bootstrap in stratified randomized experiments
by: Yu, Haoyang, et al.
Published: (2024)

Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025)

A new over-dispersed count model
by: Nandi, Anupama, et al.
Published: (2023)

Continuous-time structural failure time model for intermittent treatment
by: Wang, Guanbo, et al.
Published: (2024)

Efficient estimation and data fusion under general semiparametric restrictions on outcome mean functions
by: Li, Harrison H.
Published: (2024)

Simultaneous hypothesis testing for comparing many functional means
by: Decker, Colin, et al.
Published: (2025)

Deep learning estimation of the spectral density of functional time series on large domains
by: Mohammadi, Neda, et al.
Published: (2026)

Non-parametric estimation of conditional quantiles for time series with heavy tails
by: Mathew, Deemat C, et al.
Published: (2024)