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
Wechsung, Maximilian; Neumann, Michael H. Consistency of a nonparametric least squares estimator in integer-valued GARCH models. (English) Zbl 1493.62246 J. Nonparametric Stat. 34, No. 2, 491-519 (2022). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{M. Wechsung} and \textit{M. H. Neumann}, J. Nonparametric Stat. 34, No. 2, 491--519 (2022; Zbl 1493.62246) Full Text: DOI arXiv
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
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
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
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
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
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
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
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