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Fukang Zhu
Fukang Zhu
Professor, School of Mathematics, Jilin University
Overená e-mailová adresa na: jlu.edu.cn
Názov
Citované v
Citované v
Rok
A negative binomial integer-valued GARCH model
F Zhu
Journal of Time Series Analysis 32 (1), 54-67, 2011
2552011
Zero-inflated Poisson and negative binomial integer-valued GARCH models
F Zhu
Journal of Statistical Planning and Inference 142 (4), 826-839, 2012
1572012
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
F Zhu
Journal of Mathematical Analysis and Applications 389 (1), 58-71, 2012
1552012
Inference for INAR(p) processes with signed generalized power series thinning operator
H Zhang, D Wang, F Zhu
Journal of Statistical Planning and Inference 140 (3), 667-683, 2010
982010
Modeling time series of counts with COM-Poisson INGARCH models
F Zhu
Mathematical and Computer Modelling 56 (9-10), 191-203, 2012
902012
Estimation and testing for a Poisson autoregressive model
F Zhu, D Wang
Metrika 73, 211-230, 2011
562011
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
X Qi, Q Li, F Zhu
Journal of Computational and Applied Mathematics 346, 572-590, 2019
442019
Softplus INGARCH Models
CH Weiß, F Zhu, A Hoshiyar
Statistica Sinica 32 (2), 1099-1120, 2022
412022
Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations
F Zhu, D Wang
Computational Statistics & Data Analysis 54 (2), 496-508, 2010
392010
A new bivariate integer-valued GARCH model allowing for negative cross-correlation
Y Cui, F Zhu
TEST 27 (2), 428-452, 2018
382018
A mixture integer-valued ARCH model
F Zhu, Q Li, D Wang
Journal of Statistical Planning and inference 140 (7), 2025-2036, 2010
382010
Predictive regressions for macroeconomic data
F Zhu, Z Cai, L Peng
Annals of Applied Statistics 8 (1), 577-594, 2014
342014
Empirical likelihood inference for random coefficient INAR(p) process
H Zhang, D Wang, F Zhu
Journal of Time Series Analysis 32 (3), 195-203, 2011
332011
Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
H Zhang, D Wang, F Zhu
Communications in Statistics-Theory and Methods 40 (3), 492-509, 2011
312011
Influence diagnostics in log-linear integer-valued GARCH models
F Zhu, L Shi, S Liu
AStA Advances in Statistical Analysis 99 (3), 311-335, 2015
262015
Two classes of dynamic binomial integer-valued ARCH models
H Chen, Q Li, F Zhu
Brazilian Journal of Probability and Statistics 34 (4), 685-711, 2020
252020
Flexible bivariate Poisson integer-valued GARCH model
Y Cui, Q Li, F Zhu
Annals of the Institute of Statistical Mathematics 72 (6), 1449-1477, 2020
252020
Local influence analysis for Poisson autoregression with an application to stock transaction data
F Zhu, S Liu, L Shi
Statistica Neerlandica 70 (1), 4-25, 2016
252016
Modeling normalcy-dominant ordinal time series: An application to air quality level
M Liu, F Zhu, K Zhu
Journal of Time Series Analysis 43 (3), 460-478, 2022
222022
Modelling heavy-tailedness in count time series
L Qian, Q Li, F Zhu
Applied Mathematical Modelling 82, 766-784, 2020
222020
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20