Aknouche, Abdelhakim; Dimitrakopoulos, Stefanos Autoregressive conditional proportion: a multiplicative-error model for \((0,1)\)-valued time series. (English) Zbl 07731484 J. Time Ser. Anal. 44, No. 4, 393-417 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{S. Dimitrakopoulos}, J. Time Ser. Anal. 44, No. 4, 393--417 (2023; Zbl 07731484) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
Zheng, Tingguo; Xiao, Han; Chen, Rong Generalized autoregressive moving average models with GARCH errors. (English) Zbl 1493.62543 J. Time Ser. Anal. 43, No. 1, 125-146 (2022). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{T. Zheng} et al., J. Time Ser. Anal. 43, No. 1, 125--146 (2022; Zbl 1493.62543) Full Text: DOI arXiv
Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos Periodic autoregressive conditional duration. (English) Zbl 1493.62089 J. Time Ser. Anal. 43, No. 1, 5-29 (2022). MSC: 62M10 62F05 62F12 62M20 91B84 PDFBibTeX XMLCite \textit{A. Aknouche} et al., J. Time Ser. Anal. 43, No. 1, 5--29 (2022; Zbl 1493.62089) Full Text: DOI Link
Hu, Xiaofei; Andrews, Beth Integer-valued asymmetric GARCH modeling. (English) Zbl 1476.62185 J. Time Ser. Anal. 42, No. 5-6, 737-751 (2021). MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{X. Hu} and \textit{B. Andrews}, J. Time Ser. Anal. 42, No. 5--6, 737--751 (2021; Zbl 1476.62185) Full Text: DOI
Melo, Moizes; Alencar, Airlane Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data. (English) Zbl 1456.62174 J. Time Ser. Anal. 41, No. 6, 830-857 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{M. Melo} and \textit{A. Alencar}, J. Time Ser. Anal. 41, No. 6, 830--857 (2020; Zbl 1456.62174) Full Text: DOI
Gao, Wei; Bergsma, Wicher; Yao, Qiwei Estimation for dynamic and static panel probit models with large individual effects. (English) Zbl 1360.62122 J. Time Ser. Anal. 38, No. 2, 266-284 (2017). MSC: 62G05 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{W. Gao} et al., J. Time Ser. Anal. 38, No. 2, 266--284 (2017; Zbl 1360.62122) Full Text: DOI arXiv Link
Gamerman, Dani; Rezende dos Santos, Thiago; Franco, Glaura C. A non-Gaussian family of state-space models with exact marginal likelihood. (English) Zbl 1306.62196 J. Time Ser. Anal. 34, No. 6, 625-645 (2013). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62F15 62M20 62J05 PDFBibTeX XMLCite \textit{D. Gamerman} et al., J. Time Ser. Anal. 34, No. 6, 625--645 (2013; Zbl 1306.62196) Full Text: DOI
Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; Liu, Pengyu Inference for single and multiple change-points in time series. (English) Zbl 1275.62061 J. Time Ser. Anal. 34, No. 4, 423-446 (2013). MSC: 62M07 62M10 62J07 62G05 PDFBibTeX XMLCite \textit{V. Jandhyala} et al., J. Time Ser. Anal. 34, No. 4, 423--446 (2013; Zbl 1275.62061) Full Text: DOI
Wei, Lai; Craigmile, Peter F.; King, Wayne M. Spectral-based non-central F mixed effect models, with application to otoacoustic emissions. (English) Zbl 1281.62210 J. Time Ser. Anal. 33, No. 5, 850-862 (2012). MSC: 62M10 62J10 62P10 PDFBibTeX XMLCite \textit{L. Wei} et al., J. Time Ser. Anal. 33, No. 5, 850--862 (2012; Zbl 1281.62210) Full Text: DOI
Francke, Marc K.; Koopman, Siem Jan; De Vos, Aart F. Likelihood functions for state space models with diffuse initial conditions. (English) Zbl 1416.62487 J. Time Ser. Anal. 31, No. 6, 407-414 (2010). MSC: 62M10 62F10 62M20 PDFBibTeX XMLCite \textit{M. K. Francke} et al., J. Time Ser. Anal. 31, No. 6, 407--414 (2010; Zbl 1416.62487) Full Text: DOI
Wu, Rongning; Davis, Richard A. Least absolute deviation estimation for general autoregressive moving average time-series models. (English) Zbl 1222.62111 J. Time Ser. Anal. 31, No. 2, 98-112 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 60F17 PDFBibTeX XMLCite \textit{R. Wu} and \textit{R. A. Davis}, J. Time Ser. Anal. 31, No. 2, 98--112 (2010; Zbl 1222.62111) Full Text: DOI
Haywood, John; Tunnicliffe Wilson, Granville A test for improved multi-step forecasting. (English) Zbl 1224.62082 J. Time Ser. Anal. 30, No. 6, 682-707 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M20 62M10 93E10 65C60 PDFBibTeX XMLCite \textit{J. Haywood} and \textit{G. Tunnicliffe Wilson}, J. Time Ser. Anal. 30, No. 6, 682--707 (2009; Zbl 1224.62082) Full Text: DOI
Davis, Ginger M.; Ensor, Katherine B. Multivariate time-series analysis with categorical and continuous variables in an LSTR model. (English) Zbl 1150.62043 J. Time Ser. Anal. 28, No. 6, 867-885 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{G. M. Davis} and \textit{K. B. Ensor}, J. Time Ser. Anal. 28, No. 6, 867--885 (2007; Zbl 1150.62043) Full Text: DOI
Şerban, Mihaela; Brockwell, Anthony; Lenoczky, John; Srivastava, Sanjay Modelling the dynamic dependence structure in multivariate financial time series. (English) Zbl 1150.62064 J. Time Ser. Anal. 28, No. 5, 763-782 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 62M10 91B28 PDFBibTeX XMLCite \textit{M. Şerban} et al., J. Time Ser. Anal. 28, No. 5, 763--782 (2007; Zbl 1150.62064) Full Text: DOI
Fokianos, Konstantinos; Kedem, Benjamin Partial likelihood inference for time series following generalized linear models. (English) Zbl 1051.62073 J. Time Ser. Anal. 25, No. 2, 173-197 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62J12 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{B. Kedem}, J. Time Ser. Anal. 25, No. 2, 173--197 (2004; Zbl 1051.62073) Full Text: DOI