Armillotta, Mirko; Fokianos, Konstantinos Nonlinear network autoregression. (English) Zbl 07783625 Ann. Stat. 51, No. 6, 2526-2552 (2023). MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{M. Armillotta} and \textit{K. Fokianos}, Ann. Stat. 51, No. 6, 2526--2552 (2023; Zbl 07783625) Full Text: DOI arXiv Link
Truquet, Lionel Strong mixing properties of discrete-valued time series with exogenous covariates. (English) Zbl 07686798 Stochastic Processes Appl. 160, 294-317 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{L. Truquet}, Stochastic Processes Appl. 160, 294--317 (2023; Zbl 07686798) Full Text: DOI arXiv
Aknouche, Abdelhakim; Almohaimeed, Bader S.; Dimitrakopoulos, Stefanos Forecasting transaction counts with integer-valued GARCH models. (English) Zbl 07681743 Stud. Nonlinear Dyn. Econom. 26, No. 4, 529-539 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stud. Nonlinear Dyn. Econom. 26, No. 4, 529--539 (2022; Zbl 07681743) Full Text: DOI
Almohaimeed, Bader S. A negative binomial autoregression with a linear conditional variance-to-mean function. (English) Zbl 1528.62042 Fractals 30, No. 10, Article ID 2240239, 14 p. (2022). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. S. Almohaimeed}, Fractals 30, No. 10, Article ID 2240239, 14 p. (2022; Zbl 1528.62042) Full Text: DOI
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDFBibTeX XMLCite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Goto, Yuichi; Fujimori, Kou Test for conditional variance of integer-valued time series. (English) Zbl 07601236 Stat. Sin. 32, No. 4, 2241-2263 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Goto} and \textit{K. Fujimori}, Stat. Sin. 32, No. 4, 2241--2263 (2022; Zbl 07601236) Full Text: DOI
Garnier, Rémy Concurrent neural network: a model of competition between times series. (English) Zbl 07553141 Ann. Oper. Res. 313, No. 2, 945-964 (2022). MSC: 62Mxx 91Bxx 60Exx PDFBibTeX XMLCite \textit{R. Garnier}, Ann. Oper. Res. 313, No. 2, 945--964 (2022; Zbl 07553141) Full Text: DOI arXiv
Armillotta, Mirko; Luati, Alessandra; Lupparelli, Monia Observation-driven models for discrete-valued time series. (English) Zbl 1493.62546 Electron. J. Stat. 16, No. 1, 1393-1433 (2022). MSC: 62M20 62F12 62M10 62J12 PDFBibTeX XMLCite \textit{M. Armillotta} et al., Electron. J. Stat. 16, No. 1, 1393--1433 (2022; Zbl 1493.62546) Full Text: DOI Link
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini Count time series: a methodological review. (English) Zbl 1510.62356 J. Am. Stat. Assoc. 116, No. 535, 1533-1547 (2021). MSC: 62M10 62H20 62M30 62-02 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Am. Stat. Assoc. 116, No. 535, 1533--1547 (2021; Zbl 1510.62356) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Consistent model selection procedure for general integer-valued time series. (English) Zbl 07548162 Statistics 55, No. 6, 1207-1230 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Statistics 55, No. 6, 1207--1230 (2021; Zbl 07548162) Full Text: DOI arXiv
Lee, Sangyeol; Kim, Byungsoo Recent progress in parameter change test for integer-valued time series models. (English) Zbl 1485.62124 J. Korean Stat. Soc. 50, No. 3, 730-755 (2021). MSC: 62M10 62F12 62M07 62E20 PDFBibTeX XMLCite \textit{S. Lee} and \textit{B. Kim}, J. Korean Stat. Soc. 50, No. 3, 730--755 (2021; Zbl 1485.62124) Full Text: DOI
Hu, Xiaofei; Andrews, Beth Integer-valued asymmetric GARCH modeling. (English) Zbl 1476.62185 J. Time Ser. Anal. 42, No. 5-6, 737-751 (2021). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{X. Hu} and \textit{B. Andrews}, J. Time Ser. Anal. 42, No. 5--6, 737--751 (2021; Zbl 1476.62185) Full Text: DOI
Tian, Yuan; Wang, Dehui; Wang, Xinyang Order shrinkage and selection for the INGARCH\((p,q)\) model. (English) Zbl 1475.92192 Int. J. Biomath. 14, No. 5, Article ID 2150070, 15 p. (2021). MSC: 92D30 62P10 62M10 PDFBibTeX XMLCite \textit{Y. Tian} et al., Int. J. Biomath. 14, No. 5, Article ID 2150070, 15 p. (2021; Zbl 1475.92192) Full Text: DOI
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, Stat. Inference Stoch. Process. 24, No. 3, 525--547 (2021; Zbl 1477.62233) Full Text: DOI Link
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
Wang, Xinyang; Wang, Dehui; Yang, Kai Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach. (English) Zbl 1472.62137 Metrika 84, No. 5, 713-750 (2021). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{X. Wang} et al., Metrika 84, No. 5, 713--750 (2021; Zbl 1472.62137) Full Text: DOI
Sim, Tepmony; Douc, Randal; Roueff, François General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator. (English) Zbl 1472.62136 Electron. J. Stat. 15, No. 1, 3349-3393 (2021). MSC: 62M10 62M05 62F12 62F10 PDFBibTeX XMLCite \textit{T. Sim} et al., Electron. J. Stat. 15, No. 1, 3349--3393 (2021; Zbl 1472.62136) Full Text: DOI arXiv
Aknouche, Abdelhakim; Francq, Christian Count and duration time series with equal conditional stochastic and mean orders. (English) Zbl 1467.62139 Econom. Theory 37, No. 2, 248-280 (2021). MSC: 62M10 62P20 62P12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, Econom. Theory 37, No. 2, 248--280 (2021; Zbl 1467.62139) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Piecewise autoregression for general integer-valued time series. (English) Zbl 1455.62170 J. Stat. Plann. Inference 211, 271-286 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, J. Stat. Plann. Inference 211, 271--286 (2021; Zbl 1455.62170) Full Text: DOI arXiv
Kang, Jiwon; Song, Junmo A robust approach for testing parameter change in Poisson autoregressive models. (English) Zbl 1485.62119 J. Korean Stat. Soc. 49, No. 4, 1285-1302 (2020). MSC: 62M10 62F03 62F35 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, J. Korean Stat. Soc. 49, No. 4, 1285--1302 (2020; Zbl 1485.62119) Full Text: DOI arXiv
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
Wang, Xinyang; Wang, Dehui; Zhang, Haixiang Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure. (English) Zbl 1437.62341 Stat. Pap. 61, No. 1, 245-260 (2020). MSC: 62M10 60G55 62P25 PDFBibTeX XMLCite \textit{X. Wang} et al., Stat. Pap. 61, No. 1, 245--260 (2020; Zbl 1437.62341) Full Text: DOI
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Cui, Yunwei; Wang, Xiaoyin Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space. (English) Zbl 07539719 Commun. Stat., Theory Methods 48, No. 13, 3388-3401 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Cui} and \textit{X. Wang}, Commun. Stat., Theory Methods 48, No. 13, 3388--3401 (2019; Zbl 07539719) Full Text: DOI
Lee, Youngmi; Lee, Sangyeol CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (English) Zbl 1431.62396 Ann. Inst. Stat. Math. 71, No. 5, 1033-1057 (2019). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 5, 1033--1057 (2019; Zbl 1431.62396) Full Text: DOI
Fokianos, Konstantinos; Truquet, Lionel On categorical time series models with covariates. (English) Zbl 1431.62370 Stochastic Processes Appl. 129, No. 9, 3446-3462 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62J12 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{L. Truquet}, Stochastic Processes Appl. 129, No. 9, 3446--3462 (2019; Zbl 1431.62370) Full Text: DOI arXiv Link
Dedecker, Jérôme; Doukhan, Paul; Fan, Xiequan Deviation inequalities for separately Lipschitz functionals of composition of random functions. (English) Zbl 1479.60041 J. Math. Anal. Appl. 479, No. 2, 1549-1568 (2019). MSC: 60E15 60J10 62M10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., J. Math. Anal. Appl. 479, No. 2, 1549--1568 (2019; Zbl 1479.60041) Full Text: DOI arXiv
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
Aknouche, Abdelhakim; Demmouche, Nacer Ergodicity conditions for a double mixed Poisson autoregression. (English) Zbl 1450.62107 Stat. Probab. Lett. 147, 6-11 (2019). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Demmouche}, Stat. Probab. Lett. 147, 6--11 (2019; Zbl 1450.62107) Full Text: DOI Link
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
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (English) Zbl 06852282 Test 27, No. 1, 52-69 (2018). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{Y. Lee} et al., Test 27, No. 1, 52--69 (2018; Zbl 06852282) Full Text: DOI
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol Monitoring parameter shift with Poisson integer-valued GARCH models. (English) Zbl 07192028 J. Stat. Comput. Simulation 87, No. 9, 1754-1766 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Huh} et al., J. Stat. Comput. Simulation 87, No. 9, 1754--1766 (2017; Zbl 07192028) Full Text: DOI
Kheifets, Igor; Velasco, Carlos New goodness-of-fit diagnostics for conditional discrete response models. (English) Zbl 1388.62259 J. Econom. 200, No. 1, 135-149 (2017). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{I. Kheifets} and \textit{C. Velasco}, J. Econom. 200, No. 1, 135--149 (2017; Zbl 1388.62259) Full Text: DOI arXiv
Cui, Yunwei; Zheng, Qi Conditional maximum likelihood estimation for a class of observation-driven time series models for count data. (English) Zbl 1417.62241 Stat. Probab. Lett. 123, 193-201 (2017). MSC: 62M10 62F12 62M09 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{Q. Zheng}, Stat. Probab. Lett. 123, 193--201 (2017; Zbl 1417.62241) Full Text: DOI
Chen, Cathy W. S.; So, Mike K. P.; Li, Jessica C.; Sriboonchitta, Songsak Autoregressive conditional negative binomial model applied to over-dispersed time series of counts. (English) Zbl 1487.62106 Stat. Methodol. 31, 73-90 (2016). MSC: 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Methodol. 31, 73--90 (2016; Zbl 1487.62106) Full Text: DOI
Chen, Cathy W. S.; Lee, Sangyeol Generalized Poisson autoregressive models for time series of counts. (English) Zbl 1468.62037 Comput. Stat. Data Anal. 99, 51-67 (2016). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} and \textit{S. Lee}, Comput. Stat. Data Anal. 99, 51--67 (2016; Zbl 1468.62037) Full Text: DOI
Cui, Yunwei; Wu, Rongning On conditional maximum likelihood estimation for INGARCH\((p,q)\) models. (English) Zbl 1351.62163 Stat. Probab. Lett. 118, 1-7 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{R. Wu}, Stat. Probab. Lett. 118, 1--7 (2016; Zbl 1351.62163) Full Text: DOI
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. Parameter change test for zero-inflated generalized Poisson autoregressive models. (English) Zbl 1359.62376 Statistics 50, No. 3, 540-557 (2016). MSC: 62M10 62F03 62F12 60G22 62E20 PDFBibTeX XMLCite \textit{S. Lee} et al., Statistics 50, No. 3, 540--557 (2016; Zbl 1359.62376) Full Text: DOI
Jentsch, Carsten; Leucht, Anne Bootstrapping sample quantiles of discrete data. (English) Zbl 1432.62125 Ann. Inst. Stat. Math. 68, No. 3, 491-539 (2016). MSC: 62G09 60F05 62M10 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{A. Leucht}, Ann. Inst. Stat. Math. 68, No. 3, 491--539 (2016; Zbl 1432.62125) Full Text: DOI Link
Ferreira, Eva; Stute, Winfried Dynamic binomials with an application to gender bias analysis. (English) Zbl 1343.60013 J. Appl. Probab. 53, No. 1, 82-90 (2016). MSC: 60F05 60J10 60E10 91D10 PDFBibTeX XMLCite \textit{E. Ferreira} and \textit{W. Stute}, J. Appl. Probab. 53, No. 1, 82--90 (2016; Zbl 1343.60013) Full Text: DOI Euclid
Christou, Vasiliki; Fokianos, Konstantinos On count time series prediction. (English) Zbl 1457.62258 J. Stat. Comput. Simulation 85, No. 2, 357-373 (2015). MSC: 62M10 62F12 62M20 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, J. Stat. Comput. Simulation 85, No. 2, 357--373 (2015; Zbl 1457.62258) Full Text: DOI
Fried, Roland; Agueusop, Inoncent; Bornkamp, Björn; Fokianos, Konstantinos; Fruth, Jana; Ickstadt, Katja Retrospective Bayesian outlier detection in INGARCH series. (English) Zbl 1332.62321 Stat. Comput. 25, No. 2, 365-374 (2015). MSC: 62M10 62J12 91B84 62F15 PDFBibTeX XMLCite \textit{R. Fried} et al., Stat. Comput. 25, No. 2, 365--374 (2015; Zbl 1332.62321) Full Text: DOI
Douc, Randal; Roueff, François; Sim, Tepmony Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. (English) Zbl 1323.62027 Lith. Math. J. 55, No. 3, 367-392 (2015). MSC: 62F12 60J05 PDFBibTeX XMLCite \textit{R. Douc} et al., Lith. Math. J. 55, No. 3, 367--392 (2015; Zbl 1323.62027) Full Text: DOI arXiv
Christou, Vasiliki; Fokianos, Konstantinos Estimation and testing linearity for non-linear mixed Poisson autoregressions. (English) Zbl 1327.62456 Electron. J. Stat. 9, No. 1, 1357-1377 (2015). MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, Electron. J. Stat. 9, No. 1, 1357--1377 (2015; Zbl 1327.62456) Full Text: DOI Euclid
Doukhan, Paul; Kengne, William Inference and testing for structural change in general Poisson autoregressive models. (English) Zbl 1349.62397 Electron. J. Stat. 9, No. 1, 1267-1314 (2015). MSC: 62M10 62F12 62F10 62F03 62F05 65C60 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{W. Kengne}, Electron. J. Stat. 9, No. 1, 1267--1314 (2015; Zbl 1349.62397) Full Text: DOI arXiv Euclid
Kang, Jiwon; Song, Junmo Robust parameter change test for Poisson autoregressive models. (English) Zbl 1356.62142 Stat. Probab. Lett. 104, 14-21 (2015). MSC: 62M10 62G20 62G35 62M07 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, Stat. Probab. Lett. 104, 14--21 (2015; Zbl 1356.62142) Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Minimum density power divergence estimator for Poisson autoregressive models. (English) Zbl 1506.62089 Comput. Stat. Data Anal. 80, 44-56 (2014). MSC: 62-08 62M10 62F35 62F12 62P10 PDFBibTeX XMLCite \textit{J. Kang} and \textit{S. Lee}, Comput. Stat. Data Anal. 80, 44--56 (2014; Zbl 1506.62089) Full Text: DOI
Wang, Chao; Liu, Heng; Yao, Jian-Feng; Davis, Richard A.; Li, Wai Keung Self-excited threshold Poisson autoregression. (English) Zbl 1367.62267 J. Am. Stat. Assoc. 109, No. 506, 777-787 (2014). MSC: 62M10 62F12 60F15 PDFBibTeX XMLCite \textit{C. Wang} et al., J. Am. Stat. Assoc. 109, No. 506, 777--787 (2014; Zbl 1367.62267) Full Text: DOI arXiv
Elsaied, Hanan; Fried, Roland Robust fitting of INARCH models. (English) Zbl 1311.62144 J. Time Ser. Anal. 35, No. 6, 517-535 (2014). MSC: 62M10 62F35 62P10 PDFBibTeX XMLCite \textit{H. Elsaied} and \textit{R. Fried}, J. Time Ser. Anal. 35, No. 6, 517--535 (2014; Zbl 1311.62144) Full Text: DOI
Christou, Vasiliki; Fokianos, Konstantinos Quasi-likelihood inference for negative binomial time series models. (English) Zbl 1301.62084 J. Time Ser. Anal. 35, No. 1, 55-78 (2014). MSC: 62M10 62J12 62J20 62M09 62F10 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, J. Time Ser. Anal. 35, No. 1, 55--78 (2014; Zbl 1301.62084) Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Parameter change test for Poisson autoregressive models. (English) Zbl 1305.62313 Scand. J. Stat. 41, No. 4, 1136-1152 (2014). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{J. Kang} and \textit{S. Lee}, Scand. J. Stat. 41, No. 4, 1136--1152 (2014; Zbl 1305.62313) Full Text: DOI
Moysiadis, Theodoros; Fokianos, Konstantinos On binary and categorical time series models with feedback. (English) Zbl 1298.62155 J. Multivariate Anal. 131, 209-228 (2014). MSC: 62M10 62F12 62J12 PDFBibTeX XMLCite \textit{T. Moysiadis} and \textit{K. Fokianos}, J. Multivariate Anal. 131, 209--228 (2014; Zbl 1298.62155) Full Text: DOI arXiv
Douc, R.; Doukhan, P.; Moulines, E. Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. (English) Zbl 1285.62104 Stochastic Processes Appl. 123, No. 7, 2620-2647 (2013). MSC: 62M10 62B10 62F10 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 123, No. 7, 2620--2647 (2013; Zbl 1285.62104) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI
Fokianos, Konstantinos; Neumann, Michael H. A goodness-of-fit test for Poisson count processes. (English) Zbl 1327.62455 Electron. J. Stat. 7, 793-819 (2013). MSC: 62M07 62F40 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{M. H. Neumann}, Electron. J. Stat. 7, 793--819 (2013; Zbl 1327.62455) Full Text: DOI Euclid
Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph Changepoints in times series of counts. (English) Zbl 1281.62181 J. Time Ser. Anal. 33, No. 5, 757-770 (2012). MSC: 62M07 62M10 62P10 62F10 62F05 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 33, No. 5, 757--770 (2012; Zbl 1281.62181) Full Text: DOI
Tjøstheim, Dag Rejoinder on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62175 Test 21, No. 3, 469-476 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 469--476 (2012; Zbl 1362.62175) Full Text: DOI
Fokianos, Konstantinos Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62167 Test 21, No. 3, 451-454 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{K. Fokianos}, Test 21, No. 3, 451--454 (2012; Zbl 1362.62167) Full Text: DOI
Doukhan, Paul Comments on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62166 Test 21, No. 3, 447-450 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Doukhan}, Test 21, No. 3, 447--450 (2012; Zbl 1362.62166) Full Text: DOI
Tjøstheim, Dag Some recent theory for autoregressive count time series. (English) Zbl 1362.62174 Test 21, No. 3, 413-438 (2012). MSC: 62M10 60F05 60G10 62F12 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 413--438 (2012; Zbl 1362.62174) Full Text: DOI
Fokianos, Konstantinos; Tjøstheim, Dag Nonlinear Poisson autoregression. (English) Zbl 1253.62058 Ann. Inst. Stat. Math. 64, No. 6, 1205-1225 (2012). MSC: 62M10 62J02 62F12 65C60 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{D. Tjøstheim}, Ann. Inst. Stat. Math. 64, No. 6, 1205--1225 (2012; Zbl 1253.62058) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin On weak dependence conditions: the case of discrete valued processes. (English) Zbl 1254.60036 Stat. Probab. Lett. 82, No. 11, 1941-1948 (2012); corrigendum ibid. 83, No. 2, 674-675 (2013). MSC: 60G09 60F17 62G05 62G09 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 11, 1941--1948 (2012; Zbl 1254.60036) Full Text: DOI