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03/24/2023
Clustering Multivariate Time Series using Energy Distance
A novel methodology is proposed for clustering multivariate time series ...
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12/21/2022
Inference for Non-Stationary Heavy Tailed Time Series
We consider the problem of inference for non-stationary time series with...
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11/04/2022
The R-package PNAR for modelling count network time series
We introduce a new R package for analysis and inference of network count...
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08/03/2022
Time-Varying Dispersion Integer-Valued GARCH Models
We propose a general class of INteger-valued Generalized AutoRegressive ...
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02/08/2022
Testing Linearity for Network Autoregressive Models
A quasi-score linearity test for continuous and count network autoregres...
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04/13/2021
Poisson Network Autoregression
We consider network autoregressive models for count data with a non-rand...
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03/14/2021
Multivariate Count Time Series Modelling
We review autoregressive models for the analysis of multivariate count t...
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10/05/2020
Modeling of Covid-19 Pandemic in Cyprus
The Republic of Cyprus is a small island in the southeast of Europe and ...
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10/13/2017