Dutta, Chiranjit; Ravishanker, Nalini; Karpman, Kara; Basu, Sumanta Review of statistical approaches for modeling high-frequency trading data. (English) Zbl 07705108 Sankhyā, Ser. B 85, No. 1, Suppl., S1-S48 (2023). MSC: 62M10 62M05 62P20 PDFBibTeX XMLCite \textit{C. Dutta} et al., Sankhyā, Ser. B 85, No. 1, S1--S48 (2023; Zbl 07705108) Full Text: DOI
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
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
Alqawba, Mohammed; Diawara, Norou; Kim, Jong-Min Copula directional dependence of discrete time series marginals. (English) Zbl 1497.62226 Commun. Stat., Simulation Comput. 50, No. 11, 3733-3750 (2021). MSC: 62M10 62J12 62H05 62H20 62-08 PDFBibTeX XMLCite \textit{M. Alqawba} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3733--3750 (2021; Zbl 1497.62226) Full Text: DOI
da-Silva, Cibele Q.; da Silva, Paulo H. D.; Turnes, Osiris; Correia, Leandro T. Dynamic model averaging adapted to dynamic regression models for time series of counts. (English) Zbl 1489.62270 Commun. Stat., Simulation Comput. 50, No. 2, 501-524 (2021). MSC: 62M10 PDFBibTeX XMLCite \textit{C. Q. da-Silva} et al., Commun. Stat., Simulation Comput. 50, No. 2, 501--524 (2021; Zbl 1489.62270) 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
Moriña, David; Leyva-Moral, Juan M.; Feijoo-Cid, Maria Intervention analysis for low-count time series with applications in public health. (English) Zbl 07290026 Stat. Model. 20, No. 1, 58-70 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Moriña} et al., Stat. Model. 20, No. 1, 58--70 (2020; Zbl 07290026) Full Text: DOI
Sørensen, Helle Independence, successive and conditional likelihood for time series of counts. (English) Zbl 1421.62132 J. Stat. Plann. Inference 200, 20-31 (2019). MSC: 62M10 62J05 62J12 62G09 PDFBibTeX XMLCite \textit{H. Sørensen}, J. Stat. Plann. Inference 200, 20--31 (2019; Zbl 1421.62132) Full Text: DOI Link