← All authors Fukang Zhu Jilin University (per OpenAlex) · ORCID · OpenAlex
89 papers in scope · 88 published · 1 on the econ.EM arXiv · 1,688 citations · h-index 23 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Otto Süleyman Taşpınar Osman Doğan Wolfgang Schmid Anil K. Bera Raffaele Mattera Khelifa Mazouz Fayçal Djebari Kahina Mehidi Zhu Ke Bing Su Matthias Eckardt Andrea Bucci Graziano Moramarco Giuseppe Cavaliere Matteo Barigozzi Yannis Bilias Igor Kheifets Pentti Saikkonen Rong Chen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 89)
A new time-varying-threshold integer-valued autoregressive model
published 2026 · Communications in Nonlinear Science and Numerical Simulation
with Yuning Jia, Tao Wang, Qi Li
Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$-valued version
published 2026 · Statistical Papers
with Yixuan Niu, Yanqiu Yang
Tobit INARMA models for count time series with negative autocorrelation
published 2025 · Test · 1 citations
Nuo Xu and Fukang Zhu’s contribution to the Discussion of ‘New tools for network time series with an application to COVID-19 hospitalisations’ by Nason et al.
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society)
with Nuo Xu
Highly Flexible Poisson–Tweedie Integer‐Valued GARCH Models With Automatic Adaptation to Dispersion
published 2025 · Stat · 1 citations
with Lianyong Qian, Huaping Chen
Binary INGARCH models with different link functions
published 2025 · Journal of Statistical Computation and Simulation · 1 citations
with Chun Wang, Qi Li
Bivariate rounded Z -valued autoregressive models with flexible auto-and cross-correlations
published 2025 · Applied Mathematical Modelling · 3 citations
with Qi Li, Nuo Xu
A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases
published 2025 · Statistics
with Siwen Qiu, Lianyong Qian, Shuang Chen
Poisson Bilal INARCH(1) process
published 2025 · Communications in Statistics - Simulation and Computation
with Irshad Muhammed Rasheed, Muhammed Ahammed, Maya Radhakumari
The effects of aggregation and sampling on periodic INGARCH processes
published 2025 · Metrika
with Bing Su
Diagnostic analytics for the mixed Poisson INGARCH model with applications
published 2025 · Journal of Applied Statistics
with Wenjun Dang, Nuo Xu, Shuangzhe Liu
A Zero-Inflated Poisson Asymmetric Power GARCH Model for $$\mathbb {Z}$$-valued Time Series
published 2024 · Communications in Mathematics and Statistics · 3 citations
with Yue Xu
Mixed causal-noncausal count process
published 2024 · Test · 2 citations
with Jian Pei, Yang Lu
Unified inference for an integer-valued AR(1) model
published 2024 · Communication in Statistics-Theory and Methods · 3 citations
with Longyu Chen, Xiaohui Liu, Liang Peng
Tobit models for count time series
published 2024 · Scandinavian Journal of Statistics · 4 citations
Mean‐preserving rounding integer‐valued ARMA models
published 2024 · Journal of Time Series Analysis · 5 citations
A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model
published 2024 · Statistics · 3 citations
with Ling Peng, Shujin Xie, Xiaohui Liu
A trinomial difference autoregressive process for the bounded ℤ‐valued time series
published 2024 · Journal of Time Series Analysis · 4 citations
with Huaping Chen, Zifei Han
Local influence analysis in the softplus INGARCH model
published 2024 · Test · 5 citations
with Zhonghao Su, Shuangzhe Liu
Asymmetric exponential power Bayesian median autoregression with applications
published 2024 · Journal of Statistical Computation and Simulation · 1 citations
with Zhengwei Liu
Softplus negative binomial network autoregression
published 2024 · Stat · 8 citations
with X. Guo
Diagnostic checks in time series models based on a new correlation coefficient of residuals
published 2023 · Journal of Applied Statistics · 8 citations
with Jian Pei, Qi Li
Conditional-mean multiplicative operator models for count time series
published 2023 · Computational Statistics & Data Analysis · 14 citations · first circulated 2022
Bayesian Estimation and Model Selection for the Spatiotemporal Autoregressive Model with Autoregressive Conditional Heteroscedasticity Errors
published 2023 · Acta Mathematicae Applicatae Sinica English Series · 2 citations
with Bing Su, Ju Huang
Z -valued time series: Models, properties and comparison
published 2023 · Journal of Statistical Planning and Inference · 24 citations
with Qi Li, Huaping Chen
Two-Threshold-Variable Integer-Valued Autoregressive Model
published 2023 · Mathematics · 12 citations
with Jiayue Zhang, Huaping Chen
A Systematic Review of INGARCH Models for Integer-Valued Time Series
published 2023 · Entropy · 20 citations
with Mengya Liu, Jianfeng Li, Chuning Sun
On Poisson Moment Exponential Distribution with Associated Regression and INAR(1) Process
published 2023 · Annals of Data Science · 4 citations
with R. Maya, Jie Huang, M. R. Irshad
A zero‐modified geometric INAR(1) model for analyzing count time series with multiple features
published 2023 · Canadian Journal of Statistics · 17 citations
with Yao Kang, Dehui Wang, Shu-Hui Wang
A Flexible Model for Time Series of Counts with Overdispersion or Underdispersion, Zero-Inflation and Heavy-Tailedness
published 2023 · Communications in Mathematics and Statistics · 18 citations
with Lianyong Qian
Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
published 2023 · Communication in Statistics-Theory and Methods · 17 citations
with Huaping Chen, Xiufang Liu
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
published 2023 · Metrika · 14 citations
with Huaping Chen, Qi Li
A Modified Multiplicative Thinning-Based INARCH Model: Properties, Saddlepoint Maximum Likelihood Estimation, and Application
published 2023 · Entropy · 3 citations
with Yue Xu, Qi Li
working paper 2023 · arXiv
A trinomial difference autoregressive model and its applications
published 2023 · Stat · 6 citations
with Huaping Chen, Jiayue Zhang
A mixed generalized Poisson INAR model with applications
published 2022 · Journal of Statistical Computation and Simulation · 12 citations
with Jie Huang, Dianliang Deng
A new minification integer‐valued autoregressive process driven by explanatory variables
published 2022 · Australian & New Zealand Journal of Statistics · 10 citations
with Lianyong Qian
Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function
published 2022 · Computational Statistics · 7 citations
with Lanyu Xiong
A New Bivariate INAR(1) Model with Time-Dependent Innovation Vectors
published 2022 · Stats · 11 citations
with Huaping Chen, Xiufang Liu
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
published 2022 · Test · 14 citations
with Yao Kang, Shu-Hui Wang, Dehui Wang
Marginal likelihood estimation for the negative binomial INGARCH model
published 2022 · Communications in Statistics - Simulation and Computation · 2 citations
with Jian Pei
Temporal aggregation and systematic sampling for INGARCH processes
published 2021 · Journal of Statistical Planning and Inference · 7 citations
with Bing Su
Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
published 2021 · Journal of Business and Economic Statistics
Modeling normalcy‐dominant ordinal time series: An application to air quality level
published 2021 · Journal of Time Series Analysis · 39 citations
A new GJR‐GARCH model for ℤ‐valued time series
published 2021 · Journal of Time Series Analysis · 30 citations
with Yue Xu
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
published 2021 · AStA Advances in Statistical Analysis · 19 citations
with Huaping Chen, Qi Li
Semiparametric integer‐valued autoregressive models on ℤ
published 2021 · Canadian Journal of Statistics · 20 citations
with Zhengwei Liu, Qi Li
A New First-Order Integer-Valued Autoregressive Model with Bell Innovations
published 2021 · Entropy · 24 citations
with Jie Huang
Modeling Z-valued time series based on new versions of the Skellam INGARCH model
published 2021 · Brazilian Journal of Probability and Statistics · 24 citations
with Yan Cui, Qi Li
Minimum Density Power Divergence Estimator for Negative Binomial Integer-Valued GARCH Models
published 2021 · Communications in Mathematics and Statistics · 22 citations
with Lanyu Xiong
Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss
published 2021 · Journal of Systems Science and Complexity · 22 citations
with Qi Li, Huaping Chen
An alternative test for zero modification in the INAR(1) model with Poisson innovations
published 2021 · Communications in Statistics - Simulation and Computation · 8 citations
with Jie Huang
Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
published 2021 · Journal of Statistical Computation and Simulation · 17 citations
with Bing Su
Multifrequency-Band Tests for White Noise Under Heteroscedasticity
published 2021 · Journal of Business and Economic Statistics · 7 citations
A New Extension of Thinning-Based Integer-Valued Autoregressive Models for Count Data
published 2020 · Entropy · 13 citations
with Zhengwei Liu
Softplus INGARCH Model
published 2020 · Statistica Sinica · 16 citations
Two classes of dynamic binomial integer-valued ARCH models
published 2020 · Brazilian Journal of Probability and Statistics · 30 citations
with Huaping Chen, Qi Li
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
published 2020 · Brazilian Journal of Probability and Statistics · 17 citations
with Zhengwei Liu, Qi Li
Self-excited hysteretic negative binomial autoregression
published 2019 · AStA Advances in Statistical Analysis · 25 citations
A generalized mixture integer-valued GARCH model
published 2019 · Statistical Methods & Applications · 11 citations
with Hui-Yu Mao, Yan Cui
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model
published 2019 · Statistics and Its Interface
Flexible bivariate Poisson integer-valued GARCH model
published 2019 · Annals of the Institute of Statistical Mathematics · 27 citations
with Yan Cui, Qi Li
Binomial AR(1) processes with innovational outliers
published 2019 · Communication in Statistics-Theory and Methods · 17 citations
with Huaping Chen, Qi Li
Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
published 2019 · Journal of Statistical Planning and Inference · 22 citations
with Lanyu Xiong
Detecting mean increases in zero truncated INAR(1) processes
published 2018 · International Journal of Production Research · 17 citations
with Cong Li, Dehui Wang
Threshold negative binomial autoregressive model
published 2018 · Statistics · 24 citations
with Mengya Liu, Qi Li
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
published 2018 · Journal of Computational and Applied Mathematics · 52 citations
with Xiaohong Qi, Qi Li
Mean targeting estimator for the integer-valued GARCH(1, 1) model
published 2017 · Statistical Papers · 9 citations
with Qi Li
A new bivariate integer-valued GARCH model allowing for negative cross-correlation
published 2017 · Test · 47 citations
with Yan Cui
Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach
published 2016 · Computational Statistics & Data Analysis · 1 citations
with Sanying Feng, Heng Lian
Robust closed-form estimators for the integer-valued GARCH (1,1) model
published 2016 · Computational Statistics & Data Analysis · 20 citations
with Qi Li, Heng Lian
Local influence analysis for Poisson autoregression with an application to stock transaction data
published 2015 · Statistica Neerlandica · 28 citations
with Shuangzhe Liu, Лей Ши
Effective Control Charts for Monitoring the NGINAR(1) Process
published 2015 · Quality and Reliability Engineering International · 21 citations
with Cong Li, Dehui Wang
Influence diagnostics in log-linear integer-valued GARCH models
published 2014 · AStA Advances in Statistical Analysis · 27 citations
with Лей Ши, Shuangzhe Liu
INFERENCE FOR A SPECIAL BILINEAR TIME‐SERIES MODEL
published 2014 · Journal of Time Series Analysis · 12 citations
with Shiqing Ling, Liang Peng
Empirical likelihood for linear and log-linear INGARCH models
published 2014 · Journal of the Korean Statistical Society · 15 citations
with Dehui Wang
Interval estimation for a simple bilinear model
published 2013 · Statistics & Probability Letters · 6 citations
with Huijun Feng, Liang Peng
Generalized RCINAR(1) Process with Signed Thinning Operator
published 2012 · Communication in Statistics-Theory and Methods · 24 citations
with Haixiang Zhang, Dehui Wang
Modeling time series of counts with COM-Poisson INGARCH models
published 2011 · Mathematical and Computer Modelling · 74 citations
Zero-inflated Poisson and negative binomial integer-valued GARCH models
published 2011 · Journal of Statistical Planning and Inference · 128 citations
The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes
published 2010 · Communication in Statistics-Theory and Methods · 33 citations
with Haixiang Zhang, Dehui Wang
Empirical likelihood inference for random coefficient INAR(p) process
published 2010 · Journal of Time Series Analysis · 35 citations
with Haixiang Zhang, Dehui Wang
A negative binomial integer-valued GARCH model
published 2010 · Journal of Time Series Analysis · 219 citations
A mixture integer-valued ARCH model
published 2010 · Journal of Statistical Planning and Inference · 37 citations
with Qi Li, Dehui Wang
Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations
published 2009 · Computational Statistics & Data Analysis · 38 citations
with Dehui Wang
Inference for processes with signed generalized power series thinning operator
published 2009 · Journal of Statistical Planning and Inference · 87 citations
with Haixiang Zhang, Dehui Wang
Estimation and testing for a Poisson autoregressive model
published 2009 · Metrika · 46 citations
with Dehui Wang
Estimation of Parameters in the NLAR( p ) Model
published 2008 · Journal of Time Series Analysis · 9 citations
with Dehui Wang
Local Estimation in AR Models with Nonparametric ARCH Errors
published 2008 · Communication in Statistics-Theory and Methods · 3 citations
with Dehui Wang
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