4 citations · 4 across the 2 of their papers we have counts for
3 papers
stat.ME2021
Multivariate time series models for mixed data
Zinsou Max Debaly, Lionel Truquet
We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and con…
math.ST2019★ 4 cited
Stationarity and Moment Properties of some Multivariate Count Autoregressions
Zinsou Max Debaly, Lionel Truquet
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate pr…
math.ST2019
Iterations of dependent random maps and exogeneity in nonlinear dynamics
Max Zinsou Debaly, Lionel Truquet
We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider…