This article aims at providing a comprehensive survey of recent developments in the field of
integer-valued time series modelling, paying particular attention to models obtained as …

Because of their tractability and their natural interpretations in term of market quantities,
Hawkes processes are nowadays widely used in high-frequency finance. However, in …

This article presents a new algorithm for forecasting demand for perishable farm products,
based on the support vector machine (SVM) method. Since SVMs have greater …

This article deals with some probabilistic and statistical properties of a periodic integer-
valued GARCH (1, 1) model. Necessary and sufficient conditions for the periodical …

This paper deals with the study of Mixture Periodic Integer-Valued Autoregressive
Conditionally Heteroskedastic models. Some theoretical properties of the model, such as the …

To predict time series of counts with small values and remarkable fluctuations, an available
model is the r states random environment process based on the negative binomial thinning …

This paper deals with the study of some probabilistic and statistical properties of some
particular models of the class of Periodic Integer-Valued Autoregressive Moving Average …

Under natural assumptions, a Feller type diffusion approximation is derived for critical,
irreducible multi-type continuous state and continuous time branching processes with …

Branching processes form an important family of stochastic processes that have been
successfully applied in many fields. In this paper, we focus our attention on controlled multi …

Limit behaviour of temporal and contemporaneous aggregations of independent copies of a
stationary multitype Galton–Watson branching process with immigration is studied in the so …