A new look at time series of counts
By Yunwei Cui, Robert B. Lund. 2009
69 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Signal Processing
View Paper: https://www.semanticscholar.org/paper/83fb9bf7428afb06166fa68a0a6c3521c0c03ed6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Konstantinos Fokianos
- Harry Joe
- Richard A. Davis
- Scott H. Holan
- A. C. Davison
- Haijun Li
- Thomas Mikosch
- Claudia Klüppelberg
In Finance
- Konstantinos Fokianos
- Richard A. Davis
- Harry Joe
- Vladas Pipiras
- Robert B. Lund
- Scott H. Holan
- Claudia Czado
- Aristidis K. Nikoloulopoulos
In Signal Processing
Citations in the corpus
- Some recent progress in count time series (2011, background): “Superpositioning independent copies of such processes yields to stationary series with binomial, Poisson, geometric or any other discrete marginal distribution [18].”
- Count Time Series: A Methodological Review (2021, methodology): “Mimicking this idea, Blight (1989) and Cui and Lund (2009) attempt to construct series with the prescribed marginal distribution by combining correlated binary (Bernoulli) processes.”
- Count Time Series Models (2012, methodology): “4 Renewal Process Models In a recent contribution by Cui and Lund (2009), the authors propose a new and simple model for stationary time series of integer counts.”