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stat.ME2024
Statistical Inference for Generalized Integer Autoregressive Processes
Pashmeen Kaur, Peter F. Craigmile
A popular and flexible time series model for counts is the generalized integer autoregressive process of order , GINAR(). These Markov processes are defined using thinning op…
stat.ME2021
Modeling Nonstationary Time Series using Locally Stationary Basis Processes
Shreyan Ganguly, Peter F. Craigmile
Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at be…