research
∙
06/30/2023
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
A new multivariate integer-valued Generalized AutoRegressive Conditional...
share
research
∙
08/03/2022
Time-Varying Dispersion Integer-Valued GARCH Models
We propose a general class of INteger-valued Generalized AutoRegressive ...
research
∙
06/01/2022
Modified Galton-Watson processes with immigration under an alternative offspring mechanism
We propose a novel class of count time series models alternative to the ...
research
∙
02/21/2022
Poisson-Birnbaum-Saunders Regression Model for Clustered Count Data
The premise of independence among subjects in the same cluster/group oft...
research
∙
07/16/2021
Nearly Unstable Integer-Valued ARCH Process and Unit Root Testing
This paper introduces a Nearly Unstable INteger-valued AutoRegressive Co...
research
∙
07/15/2021
Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly-Intractable Bayesian Inference
In this paper, a multivariate count distribution with Conway-Maxwell (CO...
research
∙
05/27/2021
Student-t Stochastic Volatility Model With Composite Likelihood EM-Algorithm
A new robust stochastic volatility (SV) model having Student-t marginals...
research
∙
03/09/2021
Fractional Poisson random sum and its associated normal variance mixture
In this work, we study the partial sums of independent and identically d...
research
∙
12/03/2020
A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
Many proposals have emerged as alternatives to the Heckman selection mod...
research
∙
11/17/2020
Flexible Bivariate INGARCH Process With a Broad Range of Contemporaneous Correlation
We propose a novel flexible bivariate conditional Poisson (BCP) INteger-...
research
∙
05/07/2020
Convergence and inference for mixed Poisson random sums
In this paper we obtain the limit distribution for partial sums with a r...
research
∙
04/23/2020
Semiparametric time series models driven by latent factor
We introduce a class of semiparametric time series models by assuming a ...
research
∙
04/18/2020
Integer-valued autoregressive process with flexible marginal and innovation distributions
INteger Auto-Regressive (INAR) processes are usually defined by specifyi...
research
∙
04/02/2020
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data
A new class of survival frailty models based on the Generalized Inverse-...
research
∙
03/11/2020
