Add to ORKGWe propose and study integer-valued time series models with the discrete Laplace marginal distribution. These models allow for positive and negative values. The model with symmetric discrete Laplace marginal allows for positive and negative autocorrelation. As an illustration, we have applied the proposed models to real-life data sets
This research proposes a new but simple model for stationary time series of integer counts. Previous...
International audienceIn this article, we propose an extension of integer-valued autoregressive INAR...
Recently, there has been a growing interest in modelling non-negative integer-valued time series and...
In this thesis models of integer-valued time series based on random sums of random variables are stu...
Some problems of' statistical inference for discrete-valued time series are investigated in this stu...
This paper aims to model integer valued time series with possible negative values and either positiv...
This paper focuses on a family of observation-driven models for autoregressive discrete-valued data,...
The log-Laplace distribution and its properties are considered. Some important properties like multi...
The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes...
This thesis adresses statistical problems in econometrics. The first part contributes statistical me...
A time-series model for Laplace (double-exponential) variables having second-order autoregressive st...
In recent years, many attempts have been made to find accurate models for integer-valued times serie...
Bivariate integer-valued time series occur in many areas, such as finance, epidemiology, business et...
Abstract. Recently, as a result of the growing interest in modelling stationary processes with discr...
The paper authenticated the need for separate positive integer time series model(s). This was done f...
This research proposes a new but simple model for stationary time series of integer counts. Previous...
International audienceIn this article, we propose an extension of integer-valued autoregressive INAR...
Recently, there has been a growing interest in modelling non-negative integer-valued time series and...
In this thesis models of integer-valued time series based on random sums of random variables are stu...
Some problems of' statistical inference for discrete-valued time series are investigated in this stu...
This paper aims to model integer valued time series with possible negative values and either positiv...
This paper focuses on a family of observation-driven models for autoregressive discrete-valued data,...
The log-Laplace distribution and its properties are considered. Some important properties like multi...
The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes...
This thesis adresses statistical problems in econometrics. The first part contributes statistical me...
A time-series model for Laplace (double-exponential) variables having second-order autoregressive st...
In recent years, many attempts have been made to find accurate models for integer-valued times serie...
Bivariate integer-valued time series occur in many areas, such as finance, epidemiology, business et...
Abstract. Recently, as a result of the growing interest in modelling stationary processes with discr...
The paper authenticated the need for separate positive integer time series model(s). This was done f...
This research proposes a new but simple model for stationary time series of integer counts. Previous...
International audienceIn this article, we propose an extension of integer-valued autoregressive INAR...
Recently, there has been a growing interest in modelling non-negative integer-valued time series and...