A negative binomial integer-valued GARCH model. Zbl 1290.62092
Zhu, Fukang |
|
2011
|
Zero-inflated Poisson and negative binomial integer-valued GARCH models. Zbl 1232.62121
Zhu, Fukang |
|
2012
|
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models. Zbl 1232.62120
Zhu, Fukang |
|
2012
|
Inference for INAR\((p)\) processes with signed generalized power series thinning operator. Zbl 1177.62110
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2010
|
Modeling time series of counts with COM-Poisson INGARCH models. Zbl 1255.91373
Zhu, Fukang |
|
2012
|
The empirical likelihood for first-order random coefficient integer-valued autoregressive processes. Zbl 1208.62143
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2011
|
Estimation and testing for a Poisson autoregressive model. Zbl 1206.62155
Zhu, Fukang; Wang, Dehui |
|
2011
|
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations. Zbl 1464.62200
Zhu, Fukang; Wang, Dehui |
|
2010
|
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations. Zbl 1405.62119
Qi, Xiaohong; Li, Qi; Zhu, Fukang |
|
2019
|
Empirical likelihood inference for random coefficient INAR(\(p\)) process. Zbl 1290.62091
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2011
|
A mixture integer-valued ARCH model. Zbl 1184.62159
Zhu, Fukang; Li, Qi; Wang, Dehui |
|
2010
|
A new bivariate integer-valued GARCH model allowing for negative cross-correlation. Zbl 1404.62085
Cui, Yan; Zhu, Fukang |
|
2018
|
Softplus INGARCH model. Zbl 1524.62457
Weiß, Christian H.; Zhu, Fukang; Hoshiyar, Aisouda |
|
2022
|
Robust closed-form estimators for the integer-valued GARCH(1,1) model. Zbl 1466.62141
Li, Qi; Lian, Heng; Zhu, Fukang |
|
2016
|
Empirical likelihood for linear and log-linear INGARCH models. Zbl 1311.62158
Zhu, Fukang; Wang, Dehui |
|
2015
|
Influence diagnostics in log-linear integer-valued GARCH models. Zbl 1443.62296
Zhu, Fukang; Shi, Lei; Liu, Shuangzhe |
|
2015
|
Predictive regressions for macroeconomic data. Zbl 1454.62494
Zhu, Fukang; Cai, Zongwu; Peng, Liang |
|
2014
|
Local influence analysis for Poisson autoregression with an application to stock transaction data. Zbl 1532.62049
Zhu, Fukang; Liu, Shuangzhe; Shi, Lei |
|
2016
|
Flexible bivariate Poisson integer-valued GARCH model. Zbl 1467.62142
Cui, Yan; Li, Qi; Zhu, Fukang |
|
2020
|
Modelling heavy-tailedness in count time series. Zbl 1481.62063
Qian, Lianyong; Li, Qi; Zhu, Fukang |
|
2020
|
Threshold negative binomial autoregressive model. Zbl 1414.62374
Liu, Mengya; Li, Qi; Zhu, Fukang |
|
2019
|
Two classes of dynamic binomial integer-valued ARCH models. Zbl 1467.62141
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2020
|
Generalized RCINAR(1) process with signed thinning operator. Zbl 1270.62125
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2012
|
Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\). Zbl 1492.62136
Liu, Zhengwei; Li, Qi; Zhu, Fukang |
|
2021
|
Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts. Zbl 1422.62173
Xiong, Lanyu; Zhu, Fukang |
|
2019
|
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal. Zbl 1445.62232
Liu, Zhengwei; Li, Qi; Zhu, Fukang |
|
2020
|
Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model. Zbl 1478.62249
Cui, Yan; Li, Qi; Zhu, Fukang |
|
2021
|
Self-excited hysteretic negative binomial autoregression. Zbl 1457.62270
Liu, Mengya; Li, Qi; Zhu, Fukang |
|
2020
|
Empirical likelihood inference for an integer-valued ARCH (\(p\)) model. Zbl 1193.62163
Zhu, Fukang; Wang, Dehui; Li, Fengxiang; Li, Han |
|
2008
|
Minimum density power divergence estimator for negative binomial integer-valued GARCH models. Zbl 1493.62540
Xiong, Lanyu; Zhu, Fukang |
|
2022
|
Moment and Bayesian estimation of the parameters of INGARCH(1,1) models. Zbl 1208.62145
Zhu, Fukang; Li, Qi |
|
2009
|
Estimation of parameters in the NLAR(p) model. Zbl 1199.62020
Zhu, Fukang; Wang, Dehui |
|
2008
|
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation. Zbl 1490.62235
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2022
|
Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss. Zbl 1476.62189
Li, Qi; Chen, Huaping; Zhu, Fukang |
|
2021
|
Modeling normalcy-dominant ordinal time series: an application to air quality level. Zbl 07569202
Liu, Mengya; Zhu, Fukang; Zhu, Ke |
|
2022
|
Binomial AR(1) processes with innovational outliers. Zbl 07532132
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2021
|
A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. Zbl 07569204
Xu, Yue; Zhu, Fukang |
|
2022
|
A generalized mixture integer-valued GARCH model. Zbl 1458.62205
Mao, Huiyu; Zhu, Fukang; Cui, Yan |
|
2020
|
Mean targeting estimator for the integer-valued GARCH(1, 1) model. Zbl 1435.62335
Li, Qi; Zhu, Fukang |
|
2020
|
Estimation of parameters in the fractional compound Poisson process. Zbl 1470.62041
Wang, Ying; Wang, Dehui; Zhu, Fukang |
|
2014
|
Testing for structural change of predictive regression model to threshold predictive regression model. Zbl 1542.62148
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu |
|
2023
|
An alternative test for zero modification in the INAR(1) model with Poisson innovations. Zbl 07713655
Huang, Jie; Zhu, Fukang |
|
2023
|
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. Zbl 07734491
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2023
|
Determination of stress intensity factor with direct stress approach using finite element analysis. Zbl 1380.74111
Ji, X.; Zhu, F.; He, P. F. |
|
2017
|
Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables. Zbl 07493347
Su, Bing; Zhu, Fukang |
|
2021
|
Interval estimation for a simple bilinear model. Zbl 1282.62074
Feng, Huijun; Peng, Liang; Zhu, Fukang |
|
2013
|
Vibration and stability analysis of toroidal shells conveying fluid. Zbl 0977.74537
Zhu, F. |
|
1995
|
Inference for a special bilinear time-series model. Zbl 1311.62149
Ling, Shiqing; Peng, Liang; Zhu, Fukang |
|
2015
|
A new INAR model based on Poisson-BE2 innovations. Zbl 07720143
Zhang, Jiayue; Zhu, Fukang; Khan, Naushad Mamode |
|
2023
|
Local estimation in AR models with nonparametric ARCH errors. Zbl 1189.62150
Zhu, Fukang; Wang, Dehui |
|
2008
|
Finite element simulation of elastoplastic field near crack tips and results for a central cracked plate of LE-LHP material under tension. Zbl 1483.74089
Ji, X.; Zhu, F. |
|
2019
|
Temporal aggregation and systematic sampling for INGARCH processes. Zbl 1484.62115
Su, Bing; Zhu, Fukang |
|
2022
|
Rayleigh quotients for coupled free vibrations. Zbl 1064.74590
Zhu, F. |
|
1994
|
A mixed generalized Poisson INAR model with applications. Zbl 07739734
Huang, Jie; Zhu, Fukang; Deng, Dianliang |
|
2023
|
Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function. Zbl 07876387
Xiong, Lanyu; Zhu, Fukang |
|
2024
|
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data. Zbl 1516.62076
Kang, Yao; Wang, Shuhui; Wang, Dehui; Zhu, Fukang |
|
2023
|
Two-step conditional least squares estimation for the bivariate \(\mathbb{Z}\)-valued INAR(1) model with bivariate Skellam innovations. Zbl 07880502
Chen, Huaping; Zhu, Fukang; Liu, Xiufang |
|
2024
|
A new minification integer-valued autoregressive process driven by explanatory variables. Zbl 1521.62168
Qian, Lianyong; Zhu, Fukang |
|
2022
|
Multifrequency-band tests for white noise under heteroscedasticity. Zbl 07928218
Liu, Mengya; Zhu, Fukang; Zhu, Ke |
|
2022
|
Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function. Zbl 07876387
Xiong, Lanyu; Zhu, Fukang |
|
2024
|
Two-step conditional least squares estimation for the bivariate \(\mathbb{Z}\)-valued INAR(1) model with bivariate Skellam innovations. Zbl 07880502
Chen, Huaping; Zhu, Fukang; Liu, Xiufang |
|
2024
|
Testing for structural change of predictive regression model to threshold predictive regression model. Zbl 1542.62148
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu |
|
2023
|
An alternative test for zero modification in the INAR(1) model with Poisson innovations. Zbl 07713655
Huang, Jie; Zhu, Fukang |
|
2023
|
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. Zbl 07734491
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2023
|
A new INAR model based on Poisson-BE2 innovations. Zbl 07720143
Zhang, Jiayue; Zhu, Fukang; Khan, Naushad Mamode |
|
2023
|
A mixed generalized Poisson INAR model with applications. Zbl 07739734
Huang, Jie; Zhu, Fukang; Deng, Dianliang |
|
2023
|
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data. Zbl 1516.62076
Kang, Yao; Wang, Shuhui; Wang, Dehui; Zhu, Fukang |
|
2023
|
Softplus INGARCH model. Zbl 1524.62457
Weiß, Christian H.; Zhu, Fukang; Hoshiyar, Aisouda |
|
2022
|
Minimum density power divergence estimator for negative binomial integer-valued GARCH models. Zbl 1493.62540
Xiong, Lanyu; Zhu, Fukang |
|
2022
|
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation. Zbl 1490.62235
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2022
|
Modeling normalcy-dominant ordinal time series: an application to air quality level. Zbl 07569202
Liu, Mengya; Zhu, Fukang; Zhu, Ke |
|
2022
|
A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. Zbl 07569204
Xu, Yue; Zhu, Fukang |
|
2022
|
Temporal aggregation and systematic sampling for INGARCH processes. Zbl 1484.62115
Su, Bing; Zhu, Fukang |
|
2022
|
A new minification integer-valued autoregressive process driven by explanatory variables. Zbl 1521.62168
Qian, Lianyong; Zhu, Fukang |
|
2022
|
Multifrequency-band tests for white noise under heteroscedasticity. Zbl 07928218
Liu, Mengya; Zhu, Fukang; Zhu, Ke |
|
2022
|
Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\). Zbl 1492.62136
Liu, Zhengwei; Li, Qi; Zhu, Fukang |
|
2021
|
Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model. Zbl 1478.62249
Cui, Yan; Li, Qi; Zhu, Fukang |
|
2021
|
Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss. Zbl 1476.62189
Li, Qi; Chen, Huaping; Zhu, Fukang |
|
2021
|
Binomial AR(1) processes with innovational outliers. Zbl 07532132
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2021
|
Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables. Zbl 07493347
Su, Bing; Zhu, Fukang |
|
2021
|
Flexible bivariate Poisson integer-valued GARCH model. Zbl 1467.62142
Cui, Yan; Li, Qi; Zhu, Fukang |
|
2020
|
Modelling heavy-tailedness in count time series. Zbl 1481.62063
Qian, Lianyong; Li, Qi; Zhu, Fukang |
|
2020
|
Two classes of dynamic binomial integer-valued ARCH models. Zbl 1467.62141
Chen, Huaping; Li, Qi; Zhu, Fukang |
|
2020
|
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal. Zbl 1445.62232
Liu, Zhengwei; Li, Qi; Zhu, Fukang |
|
2020
|
Self-excited hysteretic negative binomial autoregression. Zbl 1457.62270
Liu, Mengya; Li, Qi; Zhu, Fukang |
|
2020
|
A generalized mixture integer-valued GARCH model. Zbl 1458.62205
Mao, Huiyu; Zhu, Fukang; Cui, Yan |
|
2020
|
Mean targeting estimator for the integer-valued GARCH(1, 1) model. Zbl 1435.62335
Li, Qi; Zhu, Fukang |
|
2020
|
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations. Zbl 1405.62119
Qi, Xiaohong; Li, Qi; Zhu, Fukang |
|
2019
|
Threshold negative binomial autoregressive model. Zbl 1414.62374
Liu, Mengya; Li, Qi; Zhu, Fukang |
|
2019
|
Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts. Zbl 1422.62173
Xiong, Lanyu; Zhu, Fukang |
|
2019
|
Finite element simulation of elastoplastic field near crack tips and results for a central cracked plate of LE-LHP material under tension. Zbl 1483.74089
Ji, X.; Zhu, F. |
|
2019
|
A new bivariate integer-valued GARCH model allowing for negative cross-correlation. Zbl 1404.62085
Cui, Yan; Zhu, Fukang |
|
2018
|
Determination of stress intensity factor with direct stress approach using finite element analysis. Zbl 1380.74111
Ji, X.; Zhu, F.; He, P. F. |
|
2017
|
Robust closed-form estimators for the integer-valued GARCH(1,1) model. Zbl 1466.62141
Li, Qi; Lian, Heng; Zhu, Fukang |
|
2016
|
Local influence analysis for Poisson autoregression with an application to stock transaction data. Zbl 1532.62049
Zhu, Fukang; Liu, Shuangzhe; Shi, Lei |
|
2016
|
Empirical likelihood for linear and log-linear INGARCH models. Zbl 1311.62158
Zhu, Fukang; Wang, Dehui |
|
2015
|
Influence diagnostics in log-linear integer-valued GARCH models. Zbl 1443.62296
Zhu, Fukang; Shi, Lei; Liu, Shuangzhe |
|
2015
|
Inference for a special bilinear time-series model. Zbl 1311.62149
Ling, Shiqing; Peng, Liang; Zhu, Fukang |
|
2015
|
Predictive regressions for macroeconomic data. Zbl 1454.62494
Zhu, Fukang; Cai, Zongwu; Peng, Liang |
|
2014
|
Estimation of parameters in the fractional compound Poisson process. Zbl 1470.62041
Wang, Ying; Wang, Dehui; Zhu, Fukang |
|
2014
|
Interval estimation for a simple bilinear model. Zbl 1282.62074
Feng, Huijun; Peng, Liang; Zhu, Fukang |
|
2013
|
Zero-inflated Poisson and negative binomial integer-valued GARCH models. Zbl 1232.62121
Zhu, Fukang |
|
2012
|
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models. Zbl 1232.62120
Zhu, Fukang |
|
2012
|
Modeling time series of counts with COM-Poisson INGARCH models. Zbl 1255.91373
Zhu, Fukang |
|
2012
|
Generalized RCINAR(1) process with signed thinning operator. Zbl 1270.62125
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2012
|
A negative binomial integer-valued GARCH model. Zbl 1290.62092
Zhu, Fukang |
|
2011
|
The empirical likelihood for first-order random coefficient integer-valued autoregressive processes. Zbl 1208.62143
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2011
|
Estimation and testing for a Poisson autoregressive model. Zbl 1206.62155
Zhu, Fukang; Wang, Dehui |
|
2011
|
Empirical likelihood inference for random coefficient INAR(\(p\)) process. Zbl 1290.62091
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2011
|
Inference for INAR\((p)\) processes with signed generalized power series thinning operator. Zbl 1177.62110
Zhang, Haixiang; Wang, Dehui; Zhu, Fukang |
|
2010
|
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations. Zbl 1464.62200
Zhu, Fukang; Wang, Dehui |
|
2010
|
A mixture integer-valued ARCH model. Zbl 1184.62159
Zhu, Fukang; Li, Qi; Wang, Dehui |
|
2010
|
Moment and Bayesian estimation of the parameters of INGARCH(1,1) models. Zbl 1208.62145
Zhu, Fukang; Li, Qi |
|
2009
|
Empirical likelihood inference for an integer-valued ARCH (\(p\)) model. Zbl 1193.62163
Zhu, Fukang; Wang, Dehui; Li, Fengxiang; Li, Han |
|
2008
|
Estimation of parameters in the NLAR(p) model. Zbl 1199.62020
Zhu, Fukang; Wang, Dehui |
|
2008
|
Local estimation in AR models with nonparametric ARCH errors. Zbl 1189.62150
Zhu, Fukang; Wang, Dehui |
|
2008
|
Vibration and stability analysis of toroidal shells conveying fluid. Zbl 0977.74537
Zhu, F. |
|
1995
|
Rayleigh quotients for coupled free vibrations. Zbl 1064.74590
Zhu, F. |
|
1994
|
