Li, Qi; Chen, Huaping; Zhu, Fukang \( \mathbb{Z} \)-valued time series: models, properties and comparison. (English) Zbl 07817614 J. Stat. Plann. Inference 230, Article ID 106099, 21 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Li} et al., J. Stat. Plann. Inference 230, Article ID 106099, 21 p. (2024; Zbl 07817614) Full Text: DOI
Chen, Huaping; Li, Qi; Zhu, Fukang A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. (English) Zbl 07734491 Metrika 86, No. 7, 805-826 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Chen} et al., Metrika 86, No. 7, 805--826 (2023; Zbl 07734491) Full Text: DOI
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDFBibTeX XMLCite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI
Weiß, Christian H.; Zhu, Fukang; Hoshiyar, Aisouda Softplus INGARCH model. (English) Zbl 1524.62457 Stat. Sin. 32, No. 2, 1099-1120 (2022). MSC: 62M10 62F12 62J12 PDFBibTeX XMLCite \textit{C. H. Weiß} et al., Stat. Sin. 32, No. 2, 1099--1120 (2022; Zbl 1524.62457) Full Text: DOI
Cui, Yan; Li, Qi; Zhu, Fukang Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model. (English) Zbl 1478.62249 Braz. J. Probab. Stat. 35, No. 2, 293-314 (2021). Reviewer: Cristina Sattarhoff (Hamburg) MSC: 62M10 62M09 62F10 62P05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Braz. J. Probab. Stat. 35, No. 2, 293--314 (2021; Zbl 1478.62249) Full Text: DOI
Cui, Yan; Li, Qi; Zhu, Fukang Flexible bivariate Poisson integer-valued GARCH model. (English) Zbl 1467.62142 Ann. Inst. Stat. Math. 72, No. 6, 1449-1477 (2020). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62M10 62H10 62-08 PDFBibTeX XMLCite \textit{Y. Cui} et al., Ann. Inst. Stat. Math. 72, No. 6, 1449--1477 (2020; Zbl 1467.62142) Full Text: DOI
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 1458.62205 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDFBibTeX XMLCite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 1458.62205) Full Text: DOI
Liu, Mengya; Li, Qi; Zhu, Fukang Self-excited hysteretic negative binomial autoregression. (English) Zbl 1457.62270 AStA, Adv. Stat. Anal. 104, No. 3, 385-415 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{M. Liu} et al., AStA, Adv. Stat. Anal. 104, No. 3, 385--415 (2020; Zbl 1457.62270) Full Text: DOI
Xiong, Lanyu; Zhu, Fukang Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts. (English) Zbl 1422.62173 J. Stat. Plann. Inference 203, 178-198 (2019). MSC: 62G35 62M10 PDFBibTeX XMLCite \textit{L. Xiong} and \textit{F. Zhu}, J. Stat. Plann. Inference 203, 178--198 (2019; Zbl 1422.62173) Full Text: DOI
Liu, Mengya; Li, Qi; Zhu, Fukang Threshold negative binomial autoregressive model. (English) Zbl 1414.62374 Statistics 53, No. 1, 1-25 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62F12 62P05 62P12 PDFBibTeX XMLCite \textit{M. Liu} et al., Statistics 53, No. 1, 1--25 (2019; Zbl 1414.62374) Full Text: DOI
Cui, Yan; Zhu, Fukang A new bivariate integer-valued GARCH model allowing for negative cross-correlation. (English) Zbl 1404.62085 Test 27, No. 2, 428-452 (2018). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{F. Zhu}, Test 27, No. 2, 428--452 (2018; Zbl 1404.62085) Full Text: DOI
Zhu, Fukang; Shi, Lei; Liu, Shuangzhe Influence diagnostics in log-linear integer-valued GARCH models. (English) Zbl 1443.62296 AStA, Adv. Stat. Anal. 99, No. 3, 311-335 (2015). MSC: 62M10 62J20 PDFBibTeX XMLCite \textit{F. Zhu} et al., AStA, Adv. Stat. Anal. 99, No. 3, 311--335 (2015; Zbl 1443.62296) Full Text: DOI
Zhu, Fukang; Wang, Dehui Empirical likelihood for linear and log-linear INGARCH models. (English) Zbl 1311.62158 J. Korean Stat. Soc. 44, No. 1, 150-160 (2015). MSC: 62M10 62G15 62G20 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, J. Korean Stat. Soc. 44, No. 1, 150--160 (2015; Zbl 1311.62158) Full Text: DOI
Zhu, Fukang Zero-inflated Poisson and negative binomial integer-valued GARCH models. (English) Zbl 1232.62121 J. Stat. Plann. Inference 142, No. 4, 826-839 (2012). MSC: 62M10 62M09 65C60 PDFBibTeX XMLCite \textit{F. Zhu}, J. Stat. Plann. Inference 142, No. 4, 826--839 (2012; Zbl 1232.62121) Full Text: DOI
Zhu, Fukang; Wang, Dehui Local estimation in AR models with nonparametric ARCH errors. (English) Zbl 1189.62150 Commun. Stat., Theory Methods 37, No. 10, 1591-1609 (2008). MSC: 62M10 62G05 62F12 62G20 65C60 62P05 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, Commun. Stat., Theory Methods 37, No. 10, 1591--1609 (2008; Zbl 1189.62150) Full Text: DOI