| Publication | Date of Publication | Type |
|---|
| A multiplicative thinning‐based integer‐valued GARCH model | 2024-01-11 | Paper |
| Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs | 2023-12-18 | Paper |
| Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models | 2023-11-17 | Paper |
| Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series | 2023-08-24 | Paper |
| Forecasting transaction counts with integer-valued GARCH models | 2023-05-03 | Paper |
| Bayesian analysis of periodic asymmetric power GARCH models | 2023-04-17 | Paper |
| Stationarity and ergodicity of Markov switching positive conditional mean models | 2022-08-08 | Paper |
| Periodic autoregressive conditional duration | 2022-02-18 | Paper |
| COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS | 2021-06-11 | Paper |
| Ergodicity conditions for a double mixed Poisson autoregression | 2019-02-20 | Paper |
| Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models | 2018-03-09 | Paper |
| On periodic ergodicity of a general periodic mixed Poisson autoregression | 2018-02-15 | Paper |
| Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions | 2018-02-07 | Paper |
| Periodic autoregressive stochastic volatility | 2017-10-27 | Paper |
| Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models | 2017-01-10 | Paper |
| Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality | 2016-03-17 | Paper |
| Quadratic random coefficient autoregression with linear-in-parameters volatility | 2015-06-25 | Paper |
| Explosive strong periodic autoregression with multiplicity one | 2015-05-15 | Paper |
| Weighted least squares-based inference for stable and unstable threshold power \textit{ARCH} processes | 2015-05-06 | Paper |
| Estimation and strict stationarity testing of ARCH processes based on weighted least squares | 2015-03-13 | Paper |
| Stability analysis of the first-order periodic autoregressive diagonal bilinear model | 2014-09-17 | Paper |
| Recursive online EM estimation of mixture autoregressions | 2013-06-03 | Paper |
| Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases | 2012-11-07 | Paper |
| Asymptotic inference of unstable periodic ARCH processes | 2012-04-04 | Paper |
| Offline and online weighted least squares estimation of nonstationary power ARCH processes | 2011-08-16 | Paper |
| Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes | 2011-02-22 | Paper |
| On an independent and identically distributed mixture bilinear time-series model | 2011-02-22 | Paper |
| Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes | 2010-03-17 | Paper |
| On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity | 2009-10-13 | Paper |
| Calculating the autocovariances and the likelihood for periodic V ARMA models | 2009-06-29 | Paper |
| A Note on Calculating Autocovariances of PeriodicARMAModels | 2009-05-12 | Paper |
| Periodic stationarity of random coefficient periodic autoregressions | 2009-04-15 | Paper |
| Probabilistic properties of periodic GARCH prosses | 2009-04-02 | Paper |
| On some probabilistic properties of double periodic AR models | 2009-03-04 | Paper |
| On the existence of higher-order moments of periodic GARCH models | 2008-12-10 | Paper |
| Extension of the Chandrasekhar filter to the case of periodic state-space models | 2008-02-25 | Paper |
| Chandrasekhar-type recursions for periodic linear systems | 2008-02-07 | Paper |
| Causality conditions and autocovariance calculations in PVAR models | 2008-01-28 | Paper |
| An On-Line Estimation Algorithm for Periodic Autoregressive Models | 2007-02-15 | Paper |
| Recursive Estimation of GARCH Models | 2007-02-15 | Paper |
| Two-stage RLS algorithm for estimating ARCH models | 2006-12-14 | Paper |
| Calculation of the Fisher Information Matrix for Periodic ARMA Models | 2005-06-14 | Paper |
