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Multivariate time series models for mixed data
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Bernoulli, 2023
Autoregressive models for time series of random sums of positive variables: Application to tree growth as a function of climate and insect outbreak
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Ecological Modelling, 2022
Iterations of Dependent Random Maps and Exogeneity in Nonlinear Dynamics
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Econometric Theory, 2021
A note on the stability of multivariate non-linear time series with an application to time series of counts
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Statistics and Probability Letters, 2021