[1] Conditional Heteroscedasticity Test for Poisson Autoregressive Model
[2] Test for parameter changes in generalized random coefficient autoregressive model
[3] On a perturbed MAP risk model under a threshold dividend strategy
[4] Regression analysis of multivariate panel count data with an informative observation process
[5] Variable selection and estimation for multivariate panel count data via the seamless-L0 penalty
[6] Coefficient constancy test in generalized random coefficient autoregressive model
[7] Empirical likelihood inference for partial linear models with ARCH(1) errors
[8] Statistical inference for generalized random coefficient autoregressive model
[9] Generalized RCINAR(1) Process with Signed Thinning Operator
[10] Risk Measure and Premium Distribution on Catastrophe Reinsurance
[11] Ruin problems for an autoregressive risk model with dependent rates of interest
[12] The limit theorem for dependent random variables with applications to autoregression models
[13] Empirical likelihood inference for random coefficient INAR(p) process
[14] Estimation and testing for a Poisson autoregressive model
[15] Empirical Likelihood for an Autoregressive Model with Explanatory Variables
[16]Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
[17]The Empirical Likelihood for First-Order Random Coefficient Integer- Valued Autoregressive Processes
[18]Generalized RCINAR(p) Process with Signed Thinning Operator
[19]Mixture Normal Models in which the Proportions of Susceptibility are Related to Dose Levels
[20]A mixture integer-valued ARCH model
[21]Inference forINAR(p) processeswithsignedgeneralizedpowerseries thinning operator
[22]Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations
[23]Semiparametric estimation of regression functions in autoregressive models
[24]Local Estimation in AR Models with Nonparametric ARCH Errors
[25] Estimation of parameters in the NLAR(p) model
[26]First-order random coefficients integer-valued threshold autoregressive processes
[27]An integer-valued threshold autoregressive process based on negative binomial thinning
[28]Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
[29]Threshold autoregression analysis for finiterange time series of counts with an application on measles data
[30]Regularized estimation in GINAR(p) process
[31]Analyzing the general biased data by additive risk model
[32]Analysis of Panel Count Data with Time-dependent Covariates and Informative Observation Process
[33]A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
[34]Estimation in autoregressive models with surrogate data and validation data
[35]Test for parameter changes in generalized random coefficient autoregressive model
[36]First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
[37]Bidimensional discrete-time risk models based on bivariate claim count time series
[38]Empirical likelihood for linear and log-linear INGARCH models
[39]Effective Control Charts forMonitoring the NGINAR(1) Process
[40]Nonparametric comparison of recurrent event processes based on panel count data
[41]Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
[42]Empirical likelihood inference for INAR(1) model with explanatory variables
[43]Bivariate zero truncated Poisson INAR(1) process
[44]Bayesian estimation for first-order autoregressive model with explanatory variables
[45]Estimation in a partially linear single-index model with missing response variables and error-prone covariates
[46]Estimation of parameters in the fractional compound Poisson process
[47]A Study for Missing Values in PINAR(1)T Processes
