6 citations · 7 across the 5 of their papers we have counts for
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stat.ME2023★ 6 cited
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Mirko Armillotta, Paolo Gorgi
We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The pro…
stat.ME2016
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
Paolo Gorgi
A new class of integer-valued autoregressive models with dynamic survival probability is proposed. The peculiarity of this class of models lies on the specification of the survival…