2 papers
stat.ME2024
Shift-Dispersion Decompositions of Wasserstein and Cramér Distances
Johannes Resin, Daniel Wolffram, Johannes Bracher +1
Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositio…
math.PR2022
A class of count time series models uniting compound Poisson INAR and INGARCH models
Johannes Bracher, Barbora Sobolová
INAR (integer-valued autoregressive) and INGARCH (integer-valued GARCH) models are among the most commonly employed approaches for count time series modelling, but have been studie…