A simple integer-valued bilinear time series model

By Paul Doukhan, Alain Latour, D. Oraichi. Advances in Applied Probability, 2006

62 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/26839478ef9fe649fe68cfe0867a22aaa56781ef

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Citations in the corpus

A geometric time series model with dependent Bernoulli counting series (2013, background): “Also, DCGINAR(1) process is an ergodic process, and this can be proved following the proof of Theorem 4.1 from Doukhan et al. (2006) or following the proof for the ergodicity from Zheng et al. (2006).”
First‐order rounded integer‐valued autoregressive (RINAR(1)) process (2009, unknown): “Doukhan et al. (2006) examines a simple integer-valued bilinear model.”
Integer-Valued Self-Exciting Threshold Autoregressive Processes (2012, background): “Doukhan et al. (2006) also gave a noticeable contribution by introducing a class of integer-valued bilinear models. Extensions of Doukhan et al. (2006) results were proposed by Drost et al. (2008). However, in the field of integer-valued time series data no efforts have been made so far to develop m”
Count Time Series Models (2012, background): “Non-negative integer-valued bilinear processes have been defined and studied by Doukhan et al. (2006); see also Latour and Truquet (2008). These processes are given by”
Some recent progress in count time series (2011, background): “[8] for probabilistic properties and Bu et al.”
Infinitely Divisible Distributions in Integer‐Valued Garch Models (2015, unknown): “Several integer-valued models have been introduced like bilinear models (Doukhan et al., 2006, Drost et al., 2008) or conditionally heteroscedastic ones (Ferland et al., 2006, Zhu et al., 2010, Zhu, 2011, 2012a, among others).”