N. Mendes-Lopes

Available identifiers

zbMath Open mendes-lopes.nazareMaRDI QIDQ493623

List of research outcomes

Publication	Date of Publication	Type
Zero-inflated binomial integer-valued ARCH models for time series	2023-08-17	Paper
Signed compound poisson integer-valued GARCH processes	2022-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q5023014	2022-01-20	Paper
On the Finite Dimensional Laws of Threshold GARCH Processes	2019-01-09	Paper
Zero-truncated compound Poisson integer-valued GARCH models for time series	2018-06-20	Paper
Testing the compounding structure of the CP-INARCH model	2017-10-27	Paper
The Taylor property in non-negative bilinear models	2017-09-18	Paper
On the distribution estimation of power threshold GARCH processes	2016-08-30	Paper
Zero-inflated compound Poisson distributions in integer-valued GARCH models	2016-07-19	Paper
A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model	2015-09-03	Paper
Infinitely Divisible Distributions in Integer‐Valued Garch Models	2015-06-29	Paper
The ARL of modified Shewhart control charts for conditionally heteroskedastic models	2013-02-19	Paper
On the probabilistic structure of power threshold generalized ARCH stochastic processes	2012-09-11	Paper
On the structure of generalized threshold ARCH processes	2010-04-01	Paper
A mathematical approach to detect the Taylor property in TARCH processes	2009-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5440563	2008-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4831361	2004-12-29	Paper
Asymptotic separation in bilinear models	2002-12-05	Paper
Some statistical results on autoregressive conditionally heteroscedastic models	2000-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4935608	2000-06-13	Paper
Stationarity of Gtarch Processes	1997-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q4298738	1995-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4303361	1994-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3140788	1994-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q4011467	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4011523	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3711488	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3319601	1983-01-01	Paper

Research outcomes over time

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