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Count And Duration Time Series With Equal Conditional Stochastic And Mean Orders

Citations

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  1. is not listed on IDEAS
  2. Weiß, Christian H. & Zhu, Fukang, 2024. "Conditional-mean multiplicative operator models for count time series," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
  3. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020. "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper 105406, University Library of Munich, Germany.
  4. Aknouche, Abdelhakim & Francq, Christian, 2023. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, vol. 237(2).
  5. Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2025. "A beta prime ARMA model for positive time series," MPRA Paper 123873, University Library of Munich, Germany.
  6. Huaping Chen & Qi Li & Fukang Zhu, 2023. "A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 805-826, October.
  7. Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
  8. Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024. "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper 120456, University Library of Munich, Germany, revised 15 Mar 2024.
  9. Abdelhakim Aknouche & Stefanos Dimitrakopoulos, 2023. "Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(4), pages 393-417, July.
  10. Jian Pei & Yang Lu, 2025. "Forecasting natural disaster frequencies using nonstationary count time series models," Statistical Papers, Springer, vol. 66(3), pages 1-44, April.
  11. Yue Xu & Fukang Zhu, 2022. "A new GJR‐GARCH model for ℤ‐valued time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 490-500, May.
  12. Michael H. Neumann, 2021. "Bootstrap for integer‐valued GARCH(p, q) processes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(3), pages 343-363, August.
  13. Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023. "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper 119518, University Library of Munich, Germany, revised 18 Dec 2023.
  14. Mamadou Lamine Diop & William Kengne, 2023. "A general procedure for change-point detection in multivariate time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 1-33, March.
  15. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021. "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper 110954, University Library of Munich, Germany, revised 06 Dec 2021.
  16. Abdelhakim Aknouche & Christian Francq, 2022. "Stationarity and ergodicity of Markov switching positive conditional mean models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 436-459, May.
  17. Gorgi, P. & Koopman, S.J., 2023. "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, vol. 237(2).
  18. Aknouche, Abdelhakim, 2024. "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper 122287, University Library of Munich, Germany.
  19. Hwang, Eunju & Jeon, ChanHyeok, 2024. "Nonnegative GARCH-type models with conditional Gamma distributions and their applications," Computational Statistics & Data Analysis, Elsevier, vol. 198(C).
  20. Vurukonda Sathish & Siuli Mukhopadhyay & Rashmi Tiwari, 2022. "Autoregressive and moving average models for zero‐inflated count time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(2), pages 190-218, May.
  21. Simos G. Meintanis & Joseph Ngatchou-Wandji & Šárka Hudecová, 2025. "Omnibus diagnostic procedures for vector multiplicative errors models," Statistical Papers, Springer, vol. 66(2), pages 1-44, February.
  22. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2024. "Specifications tests for count time series models with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(4), pages 1014-1040, December.
  23. Ahn, Jae Youn & Jeong, Himchan & Lu, Yang & Wüthrich, Mario V., 2025. "An observation-driven state-space count model for experience rating," Insurance: Mathematics and Economics, Elsevier, vol. 125(C).
  24. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
  25. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019. "Integer-valued stochastic volatility," MPRA Paper 91962, University Library of Munich, Germany, revised 04 Feb 2019.
  26. Yacouba Boubacar Maïnassara & Youssef Esstafa & Bruno Saussereau, 2021. "Estimating FARIMA models with uncorrelated but non-independent error terms," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 549-608, October.
  27. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2024. "Volatility models versus intensity models: analogy and differences," MPRA Paper 122528, University Library of Munich, Germany.
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