| Publication | Date of Publication | Type |
|---|
Binary auto-regressive geometric modelling in a DNA context
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-29 | Paper |
A multiplicative thinning‐based integer‐valued GARCH model
Journal of Time Series Analysis | 2024-01-11 | Paper |
Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs
| 2023-12-18 | Paper |
On the extremes of the max-INAR(1) process for time series of counts
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
On the theory of periodic multivariate INAR processes
Statistical Papers | 2022-01-07 | Paper |
Thinning-based models in the analysis of integer-valued time series: a review
Statistical Modelling | 2020-10-12 | Paper |
Extreme value and cluster analysis of European daily temperature series
Journal of Applied Statistics | 2020-09-30 | Paper |
On the parameters estimation of HIV dynamic models
| 2019-12-18 | Paper |
The max-INAR(1) model for count processes
Test | 2019-09-18 | Paper |
The max-BARMA models for counts with bounded support
Statistics & Probability Letters | 2019-02-20 | Paper |
Self-exciting threshold binomial autoregressive processes
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Wavelet-based clustering of sea level records
Mathematical Geosciences | 2018-10-09 | Paper |
Integer-valued self-exciting periodic threshold autogressive processes
| 2016-07-29 | Paper |
Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
Communications in Statistics. Simulation and Computation | 2016-07-14 | Paper |
Cross-entropy estimation in technical efficiency analysis
Journal of Mathematical Economics | 2014-10-22 | Paper |
Optimal alarm systems for FIAPARCH processes
REVSTAT | 2014-10-22 | Paper |
Non-Linear Time Series
| 2014-10-17 | Paper |
On the extremes of randomly sub-sampled time series
REVSTAT | 2014-10-15 | Paper |
Optimal Alarm Systems for Count Processes
Communications in Statistics: Theory and Methods | 2014-07-30 | Paper |
Bivariate binomial autoregressive models
Journal of Multivariate Analysis | 2014-02-13 | Paper |
Additive outliers in INAR(1) models
Statistical Papers | 2013-01-03 | Paper |
Integer-valued self-exciting threshold autoregressive processes
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
On the choice of the ridge parameter: a maximum entropy approach
Communications in Statistics. Simulation and Computation | 2011-02-03 | Paper |
Extremes of integer-valued moving average sequences
Test | 2011-01-22 | Paper |
Innovational Outliers in INAR(1) Models
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
A general class of estimators for the linear regression model affected by collinearity and outliers
Communications in Statistics. Simulation and Computation | 2010-08-05 | Paper |
Integer-valued autoregressive processes with periodic structure
Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
Extremes for solutions to stochastic difference equations with regularly varying tails
| 2008-11-24 | Paper |
Extremes of periodic integer-valued sequences with exponential type tails
| 2007-12-04 | Paper |
On the extremes of a class of non-linear processes with heavy tailed innovations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2007-07-16 | Paper |
On the non-negative first-order exponential bilinear time series model
Statistics & Probability Letters | 2006-06-16 | Paper |
On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails
Extremes | 2006-05-24 | Paper |
Extremes of Volterra series expansions with heavy-tailed innovations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2005-11-22 | Paper |
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations
Applied Stochastic Models in Business and Industry | 2004-11-24 | Paper |
Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.
Statistics & Probability Letters | 2004-02-14 | Paper |
A note on the asymptotic distribution of the maxima in disaggregated time-series models.
Statistics & Probability Letters | 2004-02-14 | Paper |
On the asymptotic location of high values of a stationary sequence
Statistics & Probability Letters | 2003-05-07 | Paper |
On the extremal behavior of sub-sampled solutions of stochastic difference equations
Portugaliae Mathematica. Nova Série | 2002-10-23 | Paper |
