scientific article; zbMATH DE number 3604240

Cited in

(37)

Pairwise likelihood inference for ordinal categorical time series
Modeling, simulation and inference for multivariate time series of counts using trawl processes
The stationarity and spectral representation of one class of non-negative integer-valued time series
The strong law of large number and parameter estimation of one class of non-negative integer-valued time series
Serial dependence of NDARMA processes
Coherent forecasting for stationary time series of discrete data
Regression theory for categorical time series
The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
A combined geometric \(INAR(p)\) model based on negative binomial thinning
The ARMA alphabet soup: a tour of ARMA model variants
Cluster point processes and Poisson thinning INARMA
Bayesian semiparametric long memory models for discretized event data
Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages
Modeling binary time series using Gaussian processes with application to predicting sleep states
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Modeling time series of counts with a new class of INAR(1) model
Auto-association measures for stationary time series of categorical data
Estimation in integer-valued moving average models
Integer-valued trawl processes: a class of stationary infinitely divisible processes
Integer-valued moving average (INMA) process
Coping with nonstationarity in categorical time series
A mixed thinning based geometric INAR(1) model
SUPERPOSITIONED STATIONARY COUNT TIME SERIES
An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
Integer autoregressive models with structural breaks
Time series analysis of categorical data using auto-odds ratio function
Bernoulli difference time series models
Generalized choice models for categorical time series
A simple integer-valued bilinear time series model
A review of INMA integer-valued model class, application and further development
Conditional least squares estimation for the SINAR(1, 1) process
Sample size re-estimation for clinical trials with longitudinal negative binomial counts including time trends
The Markov approximation of the periodic multivariate Poisson autoregression
Poisson count time series
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility
Measuring serial dependence in categorical time series
A modified Pegram’s operator based autoregressive (mPAR) process for modeling truncated counts

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