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
Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
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
Lee, Sangyeol; Kim, Dongwon Monitoring parameter change for bivariate time series models of counts. (English) Zbl 07745476 J. Korean Stat. Soc. 52, No. 3, 531-553 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} and \textit{D. Kim}, J. Korean Stat. Soc. 52, No. 3, 531--553 (2023; Zbl 07745476) Full Text: DOI
Piancastelli, Luiza S. C.; Barreto-Souza, Wagner; Ombao, Hernando Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (English) Zbl 07731468 J. Time Ser. Anal. 44, No. 2, 206-222 (2023). MSC: 62Mxx 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{L. S. C. Piancastelli} et al., J. Time Ser. Anal. 44, No. 2, 206--222 (2023; Zbl 07731468) Full Text: DOI arXiv
Diop, Mamadou Lamine; Kengne, William A general procedure for change-point detection in multivariate time series. (English) Zbl 1516.62074 Test 32, No. 1, 1-33 (2023). MSC: 62M10 62F05 62F12 PDFBibTeX XMLCite \textit{M. L. Diop} and \textit{W. Kengne}, Test 32, No. 1, 1--33 (2023; Zbl 1516.62074) Full Text: DOI arXiv
Kengne, William On consistency for time series model selection. (English) Zbl 07707702 Stat. Inference Stoch. Process. 26, No. 2, 437-458 (2023). MSC: 62M10 62F07 62F12 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Inference Stoch. Process. 26, No. 2, 437--458 (2023; Zbl 07707702) Full Text: DOI arXiv
Eyjolfsson, Heidar; Tjøstheim, Dag Multivariate self-exciting jump processes with applications to financial data. (English) Zbl 07691577 Bernoulli 29, No. 3, 2167-2191 (2023). MSC: 62Mxx 60Gxx 62Pxx PDFBibTeX XMLCite \textit{H. Eyjolfsson} and \textit{D. Tjøstheim}, Bernoulli 29, No. 3, 2167--2191 (2023; Zbl 07691577) Full Text: DOI arXiv Link
Debaly, Zinsou-Max; Truquet, Lionel Multivariate time series models for mixed data. (English) Zbl 07634408 Bernoulli 29, No. 1, 669-695 (2023). MSC: 62Mxx 62Hxx 62Pxx PDFBibTeX XMLCite \textit{Z.-M. Debaly} and \textit{L. Truquet}, Bernoulli 29, No. 1, 669--695 (2023; Zbl 07634408) Full Text: DOI arXiv Link
Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (English) Zbl 07602494 Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} et al., Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023; Zbl 07602494) Full Text: DOI
De la Pena, Victor; Doukhan, Paul; Salhi, Yahia A dynamic Taylor’s law. (English) Zbl 1490.60134 J. Appl. Probab. 59, No. 2, 584-607 (2022). MSC: 60G99 60F05 62P12 PDFBibTeX XMLCite \textit{V. De la Pena} et al., J. Appl. Probab. 59, No. 2, 584--607 (2022; Zbl 1490.60134) Full Text: DOI arXiv
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
Zhang, Rui; Wang, Dehui; Li, Cong Flexible binomial AR(1) processes using copulas. (English) Zbl 07505550 J. Stat. Plann. Inference 219, 306-332 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Zhang} et al., J. Stat. Plann. Inference 219, 306--332 (2022; Zbl 07505550) Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI
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
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) 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
Catania, Leopoldo; Di Mari, Roberto Hierarchical Markov-switching models for multivariate integer-valued time-series. (English) Zbl 1464.62376 J. Econom. 221, No. 1, 118-137 (2021). MSC: 62M10 62M05 62P25 PDFBibTeX XMLCite \textit{L. Catania} and \textit{R. Di Mari}, J. Econom. 221, No. 1, 118--137 (2021; Zbl 1464.62376) Full Text: DOI
Xu, Xiaofei; Chen, Ying; Chen, Cathy W. S.; Lin, Xiancheng Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts. (English) Zbl 1470.62182 Ann. Appl. Stat. 14, No. 3, 1493-1515 (2020). MSC: 62P25 62M10 PDFBibTeX XMLCite \textit{X. Xu} et al., Ann. Appl. Stat. 14, No. 3, 1493--1515 (2020; Zbl 1470.62182) Full Text: DOI Euclid
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
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