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07/03/2023
A log-linear model for non-stationary time series of counts
We propose a new model for nonstationary integer-valued time series whic...
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09/22/2020
Nonparametric least squares estimation in integer-valued GARCH models
We consider a nonparametric version of the integer-valued GARCH(1,1) mod...
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07/15/2020
Stationarity and ergodic properties for some observation-driven models in random environments
The first motivation of this paper is to study stationarity and ergodic ...
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05/25/2020
Mixing properties of Skellam-GARCH processes
We consider integer-valued GARCH processes, where the count variable con...
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10/13/2017
