Stefanos Dimitrakopoulos

MaRDI QIDQ1672740zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A beta prime ARMA model for positive time series Journal of Statistical Planning and Inference	2026-08-20	Paper
Noising the GARCH volatility: a random coefficient GARCH model Journal of Time Series Analysis	2026-08-19	Paper
Seasonal ARIMA models with a random period Computational Statistics and Data Analysis	2026-05-19	Paper
On an integer-valued stochastic intensity model for time series of counts Journal of Statistical Computation and Simulation	2025-06-26	Paper
Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series Journal of Time Series Analysis	2023-08-24	Paper
Forecasting transaction counts with integer-valued GARCH models Studies in Nonlinear Dynamics & Econometrics	2023-05-03	Paper
Bayesian analysis of periodic asymmetric power GARCH models Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series Econometric Reviews	2022-03-04	Paper
Periodic autoregressive conditional duration Journal of Time Series Analysis	2022-02-18	Paper
Accounting for persistence in panel count data models. An application to the number of patents awarded Economics Letters	2018-10-08	Paper
Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target Economics Letters	2018-09-21	Paper
The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation Economics Letters	2018-09-12	Paper
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility Economics Letters	2018-09-11	Paper

Research outcomes over time

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