14 citations · 14 across the 4 of their papers we have counts for
4 papers
Matrix-variate integer-valued autoregressive processes
Nuo Xu, Kai Yang, Fukang Zhu
In the fields of sociology and economics, the modeling of matrix-variate integervalued time series is urgent. However, no prior studies have addressed the modeling of such data. To…
Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables
Bing Su, Fukang Zhu, Ke Zhu
The spatial dependence in mean has been well studied by plenty of models in a large strand of literature, however, the investigation of spatial dependence in variance is lagging si…
Conditional-mean Multiplicative Operator Models for Count Time Series
Christian H. Weiß, Fukang Zhu
Multiplicative error models (MEMs) are commonly used for real-valued time series, but they cannot be applied to discrete-valued count time series as the involved multiplication wou…
Multi-frequency-band tests for white noise under heteroskedasticity
Mengya Liu, Fukan Zhu, Ke Zhu
This paper proposes a new family of multi-frequency-band (MFB) tests for the white noise hypothesis by using the maximum overlap discrete wavelet packet transform (MODWPT). The MOD…