3 papers
stat.ME2026
Generalized Poisson Dynamic Network Models
Giulia Carallo, Roberto Casarin, Antonio Peruzzi
Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent facto…
stat.ME2022
First-order integer-valued autoregressive processes with Generalized Katz innovations
Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo +1
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for c…
stat.ME2020
Generalized Poisson Difference Autoregressive Processes
Giulia Carallo, Roberto Casarin, Christian P. Robert
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregress…