| Publication | Date of Publication | Type |
|---|
Zero-inflated binomial integer-valued ARCH models for time series
Statistics | 2023-08-17 | Paper |
Signed compound poisson integer-valued GARCH processes
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
| scientific article; zbMATH DE number 7460334 (Why is no real title available?) | 2022-01-20 | Paper |
On the finite dimensional laws of threshold GARCH processes
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
Zero-truncated compound Poisson integer-valued GARCH models for time series
Statistics | 2018-06-20 | Paper |
Testing the compounding structure of the CP-INARCH model
Metrika | 2017-10-27 | Paper |
The Taylor property in bilinear models
(available as arXiv preprint) | 2017-09-18 | Paper |
| The Taylor property in bilinear models | 2017-09-18 | Paper |
On the distribution estimation of power threshold GARCH processes
Journal of Time Series Analysis | 2016-08-30 | Paper |
Zero-inflated compound Poisson distributions in integer-valued GARCH models
Statistics | 2016-07-19 | Paper |
A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
Lithuanian Mathematical Journal | 2015-09-03 | Paper |
Infinitely divisible distributions in integer-valued GARCH models
Journal of Time Series Analysis | 2015-06-29 | Paper |
The ARL of modified Shewhart control charts for conditionally heteroskedastic models
Statistical Papers | 2013-02-19 | Paper |
On the probabilistic structure of power threshold generalized ARCH stochastic processes
Statistics & Probability Letters | 2012-09-11 | Paper |
On the structure of generalized threshold ARCH processes
Statistics & Probability Letters | 2010-04-01 | Paper |
A mathematical approach to detect the Taylor property in TARCH processes
Statistics & Probability Letters | 2009-03-20 | Paper |
| On the distribution of generalized threshold ARCH stochastic processes | 2008-02-05 | Paper |
| scientific article; zbMATH DE number 2123875 (Why is no real title available?) | 2004-12-29 | Paper |
Asymptotic separation in bilinear models
Portugaliae Mathematica | 2002-12-05 | Paper |
Some statistical results on autoregressive conditionally heteroscedastic models
Journal of Statistical Planning and Inference | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1396191 (Why is no real title available?) | 2000-06-13 | Paper |
Stationarity of Gtarch Processes
Statistics | 1997-02-12 | Paper |
| scientific article; zbMATH DE number 597676 (Why is no real title available?) | 1995-01-19 | Paper |
| scientific article; zbMATH DE number 624755 (Why is no real title available?) | 1994-09-27 | Paper |
| scientific article; zbMATH DE number 440630 (Why is no real title available?) | 1994-09-20 | Paper |
| scientific article; zbMATH DE number 66825 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 66869 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 3940445 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3850287 (Why is no real title available?) | 1983-01-01 | Paper |
