| Publication | Date of Publication | Type |
|---|
A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
Journal of Time Series Analysis | 2024-12-27 | Paper |
Diagnostic checks in time series models based on a new correlation coefficient of residuals
Journal of Applied Statistics | 2024-11-26 | Paper |
A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model
Statistics | 2024-11-05 | Paper |
A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
The Canadian Journal of Statistics | 2024-11-04 | Paper |
Multifrequency-Band Tests for White Noise Under Heteroscedasticity
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
A new method of testing mutual independence
Communications in Statistics. Theory and Methods | 2024-08-16 | Paper |
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
Communications in Statistics. Theory and Methods | 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
Computational Statistics | 2024-07-05 | Paper |
Marginal likelihood estimation for the negative binomial INGARCH model
Communications in Statistics. Simulation and Computation | 2024-06-27 | Paper |
A Trinomial difference autoregressive model and its applications
Stat | 2024-06-03 | Paper |
Softplus negative binomial network autoregression
Stat | 2024-06-03 | Paper |
Softplus beta negative binomial integer-valued GARCH model
| 2024-04-08 | Paper |
\( \mathbb{Z} \)-valued time series: models, properties and comparison
Journal of Statistical Planning and Inference | 2024-03-14 | Paper |
Local influence analysis for Poisson autoregression with an application to stock transaction data
Statistica Neerlandica | 2023-12-12 | Paper |
Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors
Acta Mathematicae Applicatae Sinica. English Series | 2023-11-17 | Paper |
A new minification integer‐valued autoregressive process driven by explanatory variables
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model
Statistics and Its Interface | 2023-09-15 | Paper |
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
Metrika | 2023-09-05 | Paper |
A new INAR model based on Poisson-BE2 innovations
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
Test | 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
Journal of Time Series Analysis | 2022-08-08 | Paper |
A new GJR‐GARCH model for ℤ‐valued time series
Journal of Time Series Analysis | 2022-08-08 | Paper |
Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
The Canadian Journal of Statistics | 2022-08-02 | Paper |
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
AStA. Advances in Statistical Analysis | 2022-07-05 | Paper |
Minimum density power divergence estimator for negative binomial integer-valued GARCH models
Communications in Mathematics and Statistics | 2022-05-25 | Paper |
Binomial AR(1) processes with innovational outliers
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Temporal aggregation and systematic sampling for INGARCH processes
Journal of Statistical Planning and Inference | 2022-04-08 | Paper |
Softplus INGARCH Model
STATISTICA SINICA | 2022-03-30 | Paper |
Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
Journal of Systems Science and Complexity | 2021-10-21 | Paper |
Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
Brazilian Journal of Probability and Statistics | 2021-10-11 | Paper |
Two classes of dynamic binomial integer-valued ARCH models
Brazilian Journal of Probability and Statistics | 2021-06-11 | Paper |
Flexible bivariate Poisson integer-valued GARCH model
Annals of the Institute of Statistical Mathematics | 2021-05-25 | Paper |
A generalized mixture integer-valued GARCH model
Statistical Methods and Applications | 2021-01-22 | Paper |
Self-excited hysteretic negative binomial autoregression
AStA. Advances in Statistical Analysis | 2021-01-15 | Paper |
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Modelling heavy-tailedness in count time series
Applied Mathematical Modelling | 2020-04-27 | Paper |
Mean targeting estimator for the integer-valued GARCH(1, 1) model
Statistical Papers | 2020-03-27 | Paper |
Estimation of parameters in the fractional compound Poisson process
Communications in Nonlinear Science and Numerical Simulation | 2020-02-27 | Paper |
Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Threshold negative binomial autoregressive model
Statistics | 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
Journal of Computational and Applied Mathematics | 2018-11-16 | Paper |
Influence diagnostics in log-linear integer-valued GARCH models
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
A new bivariate integer-valued GARCH model allowing for negative cross-correlation
Test | 2018-11-07 | Paper |
Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Robust closed-form estimators for the integer-valued GARCH(1,1) model
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Empirical likelihood for linear and log-linear INGARCH models
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
Journal of Time Series Analysis | 2015-01-12 | Paper |
Empirical likelihood inference for random coefficient INAR(\(p\)) process
Journal of Time Series Analysis | 2014-06-16 | Paper |
A negative binomial integer-valued GARCH model
Journal of Time Series Analysis | 2014-06-16 | Paper |
Predictive regressions for macroeconomic data
The Annals of Applied Statistics | 2014-06-10 | Paper |
Interval estimation for a simple bilinear model
Statistics & Probability Letters | 2014-02-19 | Paper |
Modeling time series of counts with COM-Poisson INGARCH models
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Generalized RCINAR(1) process with signed thinning operator
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Zero-inflated Poisson and negative binomial integer-valued GARCH models
Journal of Statistical Planning and Inference | 2012-03-05 | Paper |
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
Journal of Mathematical Analysis and Applications | 2012-02-27 | Paper |
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Estimation and testing for a Poisson autoregressive model
Metrika | 2011-02-18 | Paper |
scientific article; zbMATH DE number 5811430 (Why is no real title available?)
| 2010-11-05 | Paper |
Estimation of Parameters in the NLAR(p) Model
Journal of Time Series Analysis | 2010-04-22 | Paper |
A mixture integer-valued ARCH model
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model
| 2010-02-12 | Paper |
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Journal of Statistical Planning and Inference | 2009-12-10 | Paper |
scientific article; zbMATH DE number 5630239 (Why is no real title available?)
| 2009-11-11 | Paper |
Local Estimation in AR Models with Nonparametric ARCH Errors
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Median unbiased estimation of bivariate predictive regression models with heavy-tailed or heteroscedastic errors
| 2008-04-04 | Paper |
Parameter estimation for the \(\mathrm {NEAR}(p)\) model
| 2007-07-31 | Paper |
scientific article; zbMATH DE number 5023061 (Why is no real title available?)
| 2006-05-12 | Paper |
