22 citations · 22 across the 1 of their papers we have counts for
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★ 22 cited
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…