2 papers
math.ST2024
Cyclical Long Memory: Decoupling, Modulation, and Modeling
Stefanos Kechagias, Vladas Pipiras, Pavlos Zoubouloglou
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the…
stat.ME2018
Latent Gaussian Count Time Series
Yisu Jia, Stefanos Kechagias, James Livsey +2
This paper develops the theory and methods for modeling a stationary count time series via Gaussian transformations. The techniques use a latent Gaussian process and a distribution…