Fukang Zhu

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Person:626419

Available identifiers

zbMath Open zhu.fukangMaRDI QIDQ626419

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q61237152024-04-08Paper
\( \mathbb{Z} \)-valued time series: models, properties and comparison2024-03-14Paper
Local influence analysis for Poisson autoregression with an application to stock transaction data2023-12-12Paper
Bayesian estimation and model selection for the spatiotemporal autoregressive model with autoregressive conditional heteroscedasticity errors2023-11-17Paper
A new minification integer‐valued autoregressive process driven by explanatory variables2023-10-20Paper
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model2023-09-15Paper
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application2023-09-05Paper
A new INAR model based on Poisson-BE2 innovations2023-07-28Paper
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data2023-07-12Paper
Conditional-mean Multiplicative Operator Models for Count Time Series2022-12-12Paper
Modeling normalcy‐dominant ordinal time series: An application to air quality level2022-08-08Paper
A new GJR‐GARCH model for ℤ‐valued time series2022-08-08Paper
Semiparametric integer‐valued autoregressive models on ℤ2022-08-02Paper
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation2022-07-05Paper
Minimum density power divergence estimator for negative binomial integer-valued GARCH models2022-05-25Paper
Binomial AR(1) processes with innovational outliers2022-05-25Paper
Temporal aggregation and systematic sampling for INGARCH processes2022-04-08Paper
Softplus INGARCH Model2022-03-30Paper
Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables2022-03-18Paper
Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss2021-10-21Paper
Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model2021-10-11Paper
Two classes of dynamic binomial integer-valued ARCH models2021-06-11Paper
Flexible bivariate Poisson integer-valued GARCH model2021-05-25Paper
A generalized mixture integer-valued GARCH model2021-01-22Paper
Self-excited hysteretic negative binomial autoregression2021-01-15Paper
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal2020-08-12Paper
Modelling heavy-tailedness in count time series2020-04-27Paper
Mean targeting estimator for the integer-valued GARCH(1, 1) model2020-03-27Paper
Estimation of parameters in the fractional compound Poisson process2020-02-27Paper
Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts2019-08-09Paper
Threshold negative binomial autoregressive model2019-01-28Paper
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations2018-11-16Paper
Influence diagnostics in log-linear integer-valued GARCH models2018-11-12Paper
A new bivariate integer-valued GARCH model allowing for negative cross-correlation2018-11-07Paper
Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach2018-08-15Paper
Robust closed-form estimators for the integer-valued GARCH(1,1) model2018-08-15Paper
Empirical likelihood for linear and log-linear INGARCH models2015-01-29Paper
INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL2015-01-12Paper
A negative binomial integer-valued GARCH model2014-06-16Paper
Empirical likelihood inference for random coefficient INAR(p) process2014-06-16Paper
Predictive regressions for macroeconomic data2014-06-10Paper
Interval estimation for a simple bilinear model2014-02-19Paper
Modeling time series of counts with COM-Poisson INGARCH models2013-01-24Paper
Generalized RCINAR(1) Process with Signed Thinning Operator2012-10-23Paper
Zero-inflated Poisson and negative binomial integer-valued GARCH models2012-03-05Paper
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models2012-02-27Paper
The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes2011-03-23Paper
Estimation and testing for a Poisson autoregressive model2011-02-18Paper
https://portal.mardi4nfdi.de/entity/Q31647082010-11-05Paper
Estimation of Parameters in the NLAR(p) Model2010-04-22Paper
A mixture integer-valued ARCH model2010-04-14Paper
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations2010-04-06Paper
https://portal.mardi4nfdi.de/entity/Q34037832010-02-12Paper
Inference for INAR\((p)\) processes with signed generalized power series thinning operator2009-12-10Paper
https://portal.mardi4nfdi.de/entity/Q36407752009-11-11Paper
Local Estimation in AR Models with Nonparametric ARCH Errors2009-06-25Paper
https://portal.mardi4nfdi.de/entity/Q54562742008-04-04Paper
https://portal.mardi4nfdi.de/entity/Q52957582007-07-31Paper
https://portal.mardi4nfdi.de/entity/Q54687722006-05-12Paper

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