A much-needed introduction to the field of discrete-valued time series, with a focus on count-
data time series Time series analysis is an essential tool in a wide array of fields, including …

Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …

This book is an ambitious effort by three well-known and well-respected scholars to fill an
acknowledged void in the literature—a text covering the burgeoning field of empirical …

In this chapter, a general theory for the construction of confidence intervals or regions is
presented. Much of what is presented is extracted from Politis and Romano (1992c, 1994b) …

The concept of distance covariance/correlation was introduced recently to characterise
dependence among vectors of random variables. We review some statistical aspects of …

Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research
on bootstrap methods for independent data-mainly iid or regression set-ups. By contrast, in …

We address the important question of whether the COVID-19 pandemic and the Russia–
Ukraine conflict have the same economic impact. Our study focuses on a comparative …

We propose a new resampling procedure, the dependent wild bootstrap, for stationary time
series. As a natural extension of the traditional wild bootstrap to time series setting, the …

This paper offers a new approach to estimating time-varying covariance matrices in the
framework of the diagonal-vech version of the multivariate GARCH (1, 1) model. Our method …