Copula-based analysis for count time series

DOI10.5705/SS.202022.0406MaRDI QIDQ6841347zbMATH OpenFDO

Authors Mingze Zhang, Huixia Judy Wang, James Livsey

Publication date 20 March 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0406

zbMATH Keywords

conditional quantilecopulaidentifiabilityMarkovtemporal dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Nonparametric estimation of copula regression models with discrete outcomes
• Observation-driven models for Poisson counts
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• Prediction intervals for Poisson-based regression models
• Predictive model assessment for count data
• Softplus INGARCH Model
• Theory and inference for a class of nonlinear models with application to time series of counts
• Time series of count data: Modeling, estimation and diagnostics

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