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20162024
most citedPseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

6 citations · 7 across the 5 of their papers we have counts for

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math.ST2019★ 1 cited

BNB autoregressions for modeling integer-valued time series with extreme observations

Paolo Gorgi

This article introduces a general class of heavy-tailed autoregressions for modeling integer-valued time series with outliers. The proposed specification is based on a heavy-tailed…