| Publication | Date of Publication | Type |
|---|
| A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series | 2024-12-27 | Paper |
| Diagnostic checks in time series models based on a new correlation coefficient of residuals | 2024-11-26 | Paper |
| A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model | 2024-11-05 | Paper |
| A zero-modified geometric INAR(1) model for analyzing count time series with multiple features | 2024-11-04 | Paper |
| Multifrequency-Band Tests for White Noise Under Heteroscedasticity | 2024-10-17 | Paper |
| A new method of testing mutual independence | 2024-08-16 | Paper |
| Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model | 2024-08-13 | Paper |
| Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations | 2024-07-12 | Paper |
| Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function | 2024-07-05 | Paper |
| Marginal likelihood estimation for the negative binomial INGARCH model | 2024-06-27 | Paper |
| A Trinomial difference autoregressive model and its applications | 2024-06-03 | Paper |
| Softplus negative binomial network autoregression | 2024-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6123715 | 2024-04-08 | Paper |
| \( \mathbb{Z} \)-valued time series: models, properties and comparison | 2024-03-14 | Paper |
| Local influence analysis for Poisson autoregression with an application to stock transaction data | 2023-12-12 | Paper |
| Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors | 2023-11-17 | Paper |
| A new minification integer‐valued autoregressive process driven by explanatory variables | 2023-10-20 | Paper |
| Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model | 2023-09-15 | Paper |
| A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application | 2023-09-05 | Paper |
| A new INAR model based on Poisson-BE2 innovations | 2023-07-28 | Paper |
| Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data | 2023-07-12 | Paper |
| Conditional-mean Multiplicative Operator Models for Count Time Series | 2022-12-12 | Paper |
| Modeling normalcy‐dominant ordinal time series: An application to air quality level | 2022-08-08 | Paper |
| A new GJR‐GARCH model for ℤ‐valued time series | 2022-08-08 | Paper |
| Semiparametric integer‐valued autoregressive models on ℤ | 2022-08-02 | Paper |
| A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation | 2022-07-05 | Paper |
| Minimum density power divergence estimator for negative binomial integer-valued GARCH models | 2022-05-25 | Paper |
| Binomial AR(1) processes with innovational outliers | 2022-05-25 | Paper |
| Temporal aggregation and systematic sampling for INGARCH processes | 2022-04-08 | Paper |
| Softplus INGARCH Model | 2022-03-30 | Paper |
| Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables | 2022-03-18 | Paper |
| Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss | 2021-10-21 | Paper |
| Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model | 2021-10-11 | Paper |
| Two classes of dynamic binomial integer-valued ARCH models | 2021-06-11 | Paper |
| Flexible bivariate Poisson integer-valued GARCH model | 2021-05-25 | Paper |
| A generalized mixture integer-valued GARCH model | 2021-01-22 | Paper |
| Self-excited hysteretic negative binomial autoregression | 2021-01-15 | Paper |
| Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal | 2020-08-12 | Paper |
| Modelling heavy-tailedness in count time series | 2020-04-27 | Paper |
| Mean targeting estimator for the integer-valued GARCH(1, 1) model | 2020-03-27 | Paper |
| Estimation of parameters in the fractional compound Poisson process | 2020-02-27 | Paper |
| Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts | 2019-08-09 | Paper |
| Threshold negative binomial autoregressive model | 2019-01-28 | Paper |
| Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations | 2018-11-16 | Paper |
| Influence diagnostics in log-linear integer-valued GARCH models | 2018-11-12 | Paper |
| A new bivariate integer-valued GARCH model allowing for negative cross-correlation | 2018-11-07 | Paper |
| Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach | 2018-08-15 | Paper |
| Robust closed-form estimators for the integer-valued GARCH(1,1) model | 2018-08-15 | Paper |
| Empirical likelihood for linear and log-linear INGARCH models | 2015-01-29 | Paper |
| INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL | 2015-01-12 | Paper |
| Empirical likelihood inference for random coefficient INAR(p) process | 2014-06-16 | Paper |
| A negative binomial integer-valued GARCH model | 2014-06-16 | Paper |
| Predictive regressions for macroeconomic data | 2014-06-10 | Paper |
| Interval estimation for a simple bilinear model | 2014-02-19 | Paper |
| Modeling time series of counts with COM-Poisson INGARCH models | 2013-01-24 | Paper |
| Generalized RCINAR(1) Process with Signed Thinning Operator | 2012-10-23 | Paper |
| Zero-inflated Poisson and negative binomial integer-valued GARCH models | 2012-03-05 | Paper |
| Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models | 2012-02-27 | Paper |
| The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes | 2011-03-23 | Paper |
| Estimation and testing for a Poisson autoregressive model | 2011-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3164708 | 2010-11-05 | Paper |
| Estimation of Parameters in the NLAR(p) Model | 2010-04-22 | Paper |
| A mixture integer-valued ARCH model | 2010-04-14 | Paper |
| Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations | 2010-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3403783 | 2010-02-12 | Paper |
| Inference for INAR\((p)\) processes with signed generalized power series thinning operator | 2009-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640775 | 2009-11-11 | Paper |
| Local Estimation in AR Models with Nonparametric ARCH Errors | 2009-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456274 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5295758 | 2007-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468772 | 2006-05-12 | Paper |
