@article{boshnakov2019jss,
author = {Tarak Kharrat and Georgi Boshnakov and Ian McHale and Rose Baker},
title = {Flexible Regression Models for Count Data Based on Renewal Processes: The Countr Package},
journal = {Journal of Statistical Software, Articles},
volume = {90},
number = {13},
year = {2019},
keywords = {renewal process; duration dependence; count data; Weibull distribution; convolution; Richardson extrapolation},
issn = {1548-7660},
pages = {1--35},
doi = {10.18637/jss.v090.i13},
url = {https://www.jstatsoft.org/v090/i13}
}
@article{boshnakov2018sourav,
author = {Sourav Das and Tata Subba Rao and Georgi N. Boshnakov},
title = {An asymptotically unbiased weighted least squares estimation criterion for
parametric variograms of second order stationary geostatistical processes},
journal = {Communications in Statistics - Simulation and Computation},
year = {2018},
publisher = {Taylor & Francis},
doi = {10.1080/03610918.2018.1508698},
url = {https://www.tandfonline.com/doi/abs/10.1080/03610918.2018.1508698}
}
@inproceedings{HallidayBoshnakov2018itise,
author = {Jamie Halliday and Georgi N. Boshnakov},
pages = {1519-1530},
title = {{PoARX} models for count time series},
year = {2018},
editor = {Olga Valenzuela and Fernando Rojas and H{\'e}ctor Pomares and Ignacio Rojas},
booktitle = {ITISE 2018 International Conference on Time Series and Forecasting.
Proceedings, Granada, 19-21 September, 2018},
isbn = {978-84-17293-57-4},
url = {http://itise.ugr.es/ITISE2018_Papers_Vol_3.pdf}
}
@article{HallidayBoshnakov2018arxiv,
title = {{PoARX} Modelling for Multivariate Count Time Series},
author = {Halliday, Jamie and Boshnakov, Georgi N},
journal = {arXiv preprint arXiv:1806.04892},
year = {2018},
url = {https://arxiv.org/abs/1806.04892}
}
@article{boshnakov2017bivariate,
title = {A bivariate Weibull count model for forecasting association football scores},
author = {Boshnakov, Georgi and Kharrat, Tarak and McHale, Ian G},
journal = {International Journal of Forecasting},
volume = {33},
number = {2},
pages = {458--466},
year = {2017},
publisher = {Elsevier},
doi = {10.1016/j.ijforecast.2016.11.006}
}
@article{akinyemi2017geometric,
title = {On the geometric ergodicity of the mixture autoregressive model},
author = {Akinyemi, Mary I and Boshnakov, Georgi N},
journal = {Journal of the Nigerian Mathematical Society},
volume = {36},
number = {1},
pages = {307--317},
year = {2017}
}
@article{boshnakov2014sourav,
author = {Subba Rao, Tata and Sourav Das and Georgi N. Boshnakov},
title = {A Frequency domain approach for the estimation of parameters of spatio-temporal
stationary random processes},
journal = {J. Time Series Anal.},
volume = {35},
number = {4},
year = {2014},
pages = {357--377},
doi = {10.1111/jtsa.12069}
}
@article{Nikolaev20132233,
title = {Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation},
journal = {Expert Systems with Applications},
volume = {40},
number = {6},
pages = {2233 - 2243},
year = {2013},
note = {},
issn = {0957-4174},
doi = {10.1016/j.eswa.2012.10.038},
url = {http://www.sciencedirect.com/science/article/pii/S0957417412011621},
author = {Nikolay Y. Nikolaev and Georgi N. Boshnakov and Robert Zimmer},
keywords = {GARCH models},
keywords = {Mixture models},
keywords = {Student-t distribution},
keywords = {VaR estimation}
}
@techreport{rr:RDBfreq2012,
author = {Tata Subba Rao and Sourav Das and Georgi N. Boshnakov},
title = {A Frequency domain approach for the estimation of parameters of spatio-temporal
stationary random processes},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {7},
year = {2012},
note = {(available also as MIMS EPrint No. 2012.90 at
\url{http://eprints.ma.man.ac.uk/1879/})},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr07-2012.pdf}
}
@techreport{b:rrSourav,
author = {Das, Sourav and Subba Rao, Tata and Boshnakov, Georgi N.},
title = {On the Estimation of Parameters of Variograms of Spatial Stationary Isotropic Random
Processes},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {2},
year = {2012},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr02-2012.pdf}
}
@article{Boshnakov2012pld,
title = {A periodic {Levinson-Durbin} algorithm for entropy maximization},
journal = {Computational Statistics \& Data Analysis},
volume = {56},
number = {},
pages = {15--24},
year = {2012},
note = {},
issn = {0167-9473},
doi = {10.1016/j.csda.2011.07.001},
url = {http://www.sciencedirect.com/science/article/pii/S0167947311002556},
author = {Georgi N. Boshnakov and Sophie Lambert-Lacroix},
keywords = {Maximum entropy method},
keywords = {Partial autocorrelation},
keywords = {Periodically correlated processes},
keywords = {Periodic Levinson-Durbin algorithm}
}
@article{Boshnakov2012mep,
author = {Boshnakov, Georgi N. and Iqelan, Bisher M.},
title = {Maximum entropy models for general lag patterns},
journal = {Journal of Time Series Analysis},
volume = {33},
number = {1},
year = {2012},
pages = {112--120},
note = {},
issn = {1467-9892},
doi = {10.1111/j.1467-9892.2011.00744.x}
}
@techreport{rrBoshnakov2010entropy,
author = {Boshnakov, Georgi N. and Iqelan, Bisher M.},
title = {Maximum entropy models for general lag patterns},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {4},
year = {2010},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr04-2010.pdf},
note = {(this is a revision of \cite{rrBoshnakov2007entropy}, superseded by \cite{Boshnakov2012mep})}
}
@article{Boshnakov2011on1st2nd,
author = {Boshnakov, Georgi N.},
title = {On First and Second Order Stationarity of Random Coefficient Models},
journal = {Linear Algebra Appl.},
fjournal = {Linear Algebra and its Applications},
volume = {434},
year = {2011},
number = {2},
pages = {415--423},
doi = {10.1016/j.laa.2010.09.023}
}
@inproceedings{Boshnakov2009jeni,
author = {Stoimenova, Eugenia and Boshnakov, Georgi N.},
title = {Power of Rank Tests Against Location Shift Alternative},
editor = {Cole, Frank and Mallor, Fermin and Omey, Edward and Van Gulck, Stefan},
booktitle = {Proceedings of the seventh International Conference on Simulation in Industry
and Services},
venue = {Hogeschool Universiteit Brussel, December 4, 2009},
isbn = {978-84-9769-249-6},
publisher = {Universidad P{\`u}blica de Navarra, 31006 Pamplona, Spain},
year = {2009},
pages = {117-135},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov2009jeni.pdf}
}
@techreport{rrBoshnakov2009jeni,
author = {Stoimenova, Eugenia and Boshnakov, Georgi N.},
title = {Power of Rank Tests Against Location Shift Alternative},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {15},
year = {2009},
note = {(see also \cite{Boshnakov2009jeni})},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr15-2009.pdf}
}
@article{Boshnakov2009pcme,
title = {{Maximum entropy for periodically correlated processes from nonconsecutive
autocovariance coefficients}},
author = {Boshnakov, Georgi N. and Lambert-Lacroix, Sophie},
journal = {J.~Time Series Anal.},
fjournal = {Journal of Time Series Analysis},
volume = {30},
number = {5},
pages = {467--486},
year = {2009},
publisher = {Blackwell Publishing},
doi = {10.1111/j.1467-9892.2009.00619.x}
}
@article{Boshnakov2009mar,
author = {Boshnakov, Georgi N.},
title = {{Analytic expressions for predictive distributions in mixture
autoregressive models.}},
journal = {Stat. Probab. Lett. },
volume = {79},
number = {15},
pages = {1704-1709},
year = {2009},
doi = {10.1016/j.spl.2009.04.009}
}
@article{Boshnakov2009gen,
author = {Boshnakov, Georgi N. and Iqelan, Bisher M.},
title = {Generation of time series models with given spectral
properties},
journal = {J.~Time Series Anal.},
fjournal = {Journal of Time Series Analysis},
volume = {30},
year = {2009},
number = {3},
pages = {349--368},
issn = {0143-9782},
mrclass = {62M10 (62M15)},
mrnumber = {MR2512237},
doi = {10.1111/j.1467-9892.2009.00617.x}
}
@techreport{rrBoshnakov2009pld,
author = {Boshnakov, Georgi N. and Lambert-Lacroix, Sophie},
title = {Periodic {Levinson-Durbin} Algorithm for Entropy Maximisation},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {4},
year = {2009},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr04-2009.pdf},
note = {(this has been superseded by \cite{Boshnakov2012pld})}
}
@techreport{rrBoshnakov2009on1st2nd,
author = {Boshnakov, Georgi N.},
title = {On First and Second Order Stationarity of Random Coefficient Models},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {3},
year = {2009},
note = {(this has been superseded by \cite{Boshnakov2011on1st2nd})},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr03-2009.pdf}
}
@article{Boshnakov2007asym,
author = {Boshnakov, Georgi N.},
title = {Some measures for asymmetry of distributions},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {77},
year = {2007},
number = {11},
pages = {1111--1116},
issn = {0167-7152},
coden = {SPLTDC},
mrclass = {62E10 (60E05 62B10)},
mrnumber = {MR2395068},
doi = {10.1016/j.spl.2007.02.002}
}
@article{Boshnakov2007svd,
author = {Boshnakov, Georgi N.},
title = {Singular value decomposition of multi-companion matrices},
journal = {Linear Algebra Appl.},
fjournal = {Linear Algebra and its Applications},
volume = {424},
year = {2007},
number = {2-3},
pages = {393--404},
issn = {0024-3795},
coden = {LAAPAW},
mrclass = {15A18},
mrnumber = {MR2329483 (2009b:15018)},
mrreviewer = {Dao Sheng Zheng},
doi = {10.1016/j.laa.2007.02.010}
}
@techreport{rrBoshnakov2007entropy,
author = {Boshnakov, Georgi N. and Iqelan, Bisher M.},
title = {{Non-Gaussian} Maximum Entropy Processes},
institution = {Probability and Statistics Group, School of Mathematics, University of
Manchester},
address = {Oxford Road, Manchester M13 9PL, UK},
type = {Research Report},
number = {3},
year = {2007},
note = {(please see the revised version \cite{rrBoshnakov2010entropy})},
url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr03-2007.pdf}
}
@article{Boshnakov2005sacvf,
author = {Boshnakov, Georgi N.},
title = {On the asymptotic properties of multivariate sample
autocovariances},
journal = {J. Multivariate Anal.},
fjournal = {Journal of Multivariate Analysis},
volume = {92},
year = {2005},
number = {1},
pages = {42--52},
issn = {0047-259X},
mrclass = {62M10 (60F05 62E20)},
mrnumber = {MR2102243 (2005h:62234)},
mrreviewer = {P. A. Morettin},
doi = {10.1016/j.jmva.2003.10.005}
}
@article{Boshnakov2004pliska,
author = {Boshnakov, Georgi N.},
title = {On some concepts of residuals},
journal = {Pliska Stud. Math. Bulgar.},
fjournal = {Pliska Studia Mathematica Bulgarica},
volume = {16},
year = {2004},
pages = {23--33},
issn = {0204-9805},
mrclass = {62G15 (60E10 62M20)},
mrnumber = {MR2070302},
note = {(references and the crossreferences in this paper have been messed up during
the publishing process, please see the original preprint: On some concepts
of residuals, Department of Mathematics, UMIST, Preprint, 2003,
\url{https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Onsomeconceptsofresiduals.pdf})}
}
@article{Boshnakov2003cch,
author = {Boshnakov, Georgi N.},
title = {Confidence characteristics of distributions},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {63},
year = {2003},
number = {4},
pages = {353--360},
issn = {0167-7152},
coden = {SPLTDC},
mrclass = {60E05 (62E10)},
mrnumber = {MR1996183 (2004d:60025)},
mrreviewer = {Roger B. Nelsen},
doi = {10.1016/S0167-7152(03)00100-7}
}
@article{Boshnakov2002mc,
author = {Boshnakov, Georgi N.},
title = {Multi-companion matrices},
journal = {Linear Algebra Appl.},
fjournal = {Linear Algebra and its Applications},
volume = {354},
year = {2002},
pages = {53--83},
issn = {0024-3795},
coden = {LAAPAW},
mrclass = {15A18 (62M10)},
mrnumber = {MR1927648 (2003f:15014)},
mrreviewer = {M. L. Mehta},
doi = {10.1016/S0024-3795(01)00475-X}
}
@article{Boshnakov1998,
author = {Esa, Sahib and Boshnakov, Georgi},
title = {Sufficient statistics for {ARMA} models with some fixed
parameters},
journal = {Comm. Statist. Theory Methods},
fjournal = {Communications in Statistics. Theory and Methods},
volume = {27},
year = {1998},
number = {5},
pages = {1083--1099},
issn = {0361-0926},
coden = {CSTMDC},
mrclass = {62M10},
mrnumber = {MR1626297 (99a:62129)},
doi = {10.1080/03610929808832147}
}
@incollection{Boshnakov1996gyor,
author = {Boshnakov, Georgi N.},
title = {Periodically correlated solutions to a class of stochastic
difference equations},
booktitle = {Stochastic differential and difference equations ({G}y{\H o}r,
1996)},
series = {Progr. Systems Control Theory},
volume = {23},
pages = {1--9},
publisher = {Birkh\"auser Boston},
address = {Boston, MA},
year = {1997},
mrclass = {60G99 (62M10)},
mrnumber = {MR1636822},
editor = {Csisz\'ar, I. and Michaletzky, Gy.},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1997gyor.pdf}
}
@article{Boshnakov1996spa,
author = {Boshnakov, Georgi N.},
title = {The asymptotic covariance matrix of the multivariate serial
correlations},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {65},
year = {1996},
number = {2},
pages = {251--258},
issn = {0304-4149},
coden = {STOPB7},
mrclass = {62M10},
mrnumber = {MR1425359 (98f:62246)},
mrreviewer = {Francesco Battaglia},
doi = {10.1016/S0304-4149(96)00104-4}
}
@article{Boshnakov1996jtsa,
author = {Boshnakov, Georgi N.},
title = {Recursive computation of the parameters of periodic
autoregressive moving-average processes},
journal = {J.~Time Ser. Anal.},
fjournal = {Journal of Time Series Analysis},
volume = {17},
year = {1996},
number = {4},
pages = {333--349},
issn = {0143-9782},
mrclass = {62M10},
mrnumber = {MR1410414 (97j:62124)},
mrreviewer = {A. N. Startsev},
doi = {10.1111/j.1467-9892.1996.tb00281.x}
}
@article{Boshnakov1996aism,
author = {Boshnakov, Georgi N.},
title = {Bartlett's formulae---closed forms and recurrent equations},
journal = {Ann. Inst. Statist. Math.},
fjournal = {Annals of the Institute of Statistical Mathematics},
volume = {48},
year = {1996},
number = {1},
pages = {49--59},
issn = {0020-3157},
coden = {AISXAD},
mrclass = {60G10 (62M10)},
mrnumber = {MR1392515 (97f:60078)},
mrreviewer = {Juan Carlos Abril},
doi = {10.1007/BF00049288}
}
@incollection{Boshnakov1994scalings,
author = {Boshnakov, Georgi},
title = {Complex scalings for categorical time series},
pages = {91--96},
editor = {Partchev, I.},
booktitle = {Multivariate Analysis in the Behavioral Sciences. Philosophic to technical.},
publisher = {``Prof. Marin Drinov'' Academic Publishing House, Sofia},
isbn = {954-430-406-1},
year = {1995},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1995scalings.pdf}
}
@techreport{Boshnakov1995burg,
author = {Boshnakov, Georgi N.},
title = {A generalization of the {Burg's} algorithm to periodically correlated
time series},
institution = {Institute of Mathematics, Bulgarian Academy of
Sciences},
type = {Preprint},
year = {1995},
pages = {1-15},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1995burg.pdf}
}
@inproceedings{Boshnakov1995mathematica,
author = {Boshnakov, Georgi N.},
title = {Using {``Mathematica''} to find the densities of multivariate
linear combinations of exponential random variables
(paper presented at {SDA'95}, {Varna}, 1995.)},
booktitle = {Statistical Data Analysis. Proceedings of SDA'95 and
SDA'96, Bulgarian Statistical Society},
publisher = {Bulgarian Statistical Society and Bulgarian Academy of
Sciences},
address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)},
year = {1997},
pages = {1-9}
}
@inproceedings{Boshnakov1992peracf,
author = {Boteva, A. and Boshnakov, G. N.},
title = {An Algorithm for the Computation of the Theoretical Autocovariances
of a Periodic Autoregression Process},
booktitle = {Proceedings of the 8-th Seminar on Statistical Data Analysis,
Varna},
publisher = {Computer Stochastics Laboratory, Institute of
Mathematics, Bulgarian Academy of Sciences},
address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)},
year = {1992},
pages = {9-15},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1992perar.pdf}
}
@inproceedings{Boshnakov1992inverse,
author = {Boshnakov, Georgi N.},
title = {A note on the computation of the variances of the estimated
parameters in multivariate autoregression},
booktitle = {Proceedings of the 8-th Seminar on Statistical Data Analysis,
Varna},
publisher = {Computer Stochastics Laboratory, Institute of
Mathematics, Bulgarian Academy of Sciences},
address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)},
year = {1992},
pages = {5-8},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1992inverse.pdf}
}
@preamble{{\def\cdprime{$''$} }}
@article{Boshnakov1992,
author = {Boshnakov, Georgi N.},
title = {Innovations, sufficient statistics and maximum likelihood in
{ARMA} models},
journal = {Math. Balkanica (N.S.)},
fjournal = {Mathematica Balkanica. New Series},
volume = {6},
year = {1992},
number = {2},
pages = {119--123},
issn = {0205-3217},
mrclass = {62M10},
mrnumber = {MR1182940 (93e:62229)},
url = {https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/Publications/Boshnakov1992balcan.pdf}
}
@article{Boshnakov1989bartlett,
author = {Boshnakov, Georgi N.},
title = {On the asymptotic distribution of the sample autocovariance
and autocorrelation functions},
journal = {C. R. Acad. Bulgare Sci.},
fjournal = {Doklady Bolgarsko\u\i\ Akademii Nauk. Comptes Rendus de
l'Acad\'emie Bulgare des Sciences},
volume = {42},
year = {1989},
number = {5},
pages = {21--23},
issn = {0366-8681},
coden = {CRABAA},
mrclass = {62M10 (62E20)},
mrnumber = {MR1020856}
}
@manual{Boshnakov1989tstat16,
author = {Boshnakov, G. and Damjanov, G. and Vandev, D. and Dimitrov,
D. and Dimitrov, E. and Mateev, P.},
title = {A program package for multivariate time series analysis, {TSTAT-16},
{User's} manual},
organization = {Institute of Mathematics, Bulgarian Academy of Sciences and SPS},
address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)},
year = {1989},
keywords = {software}
}
@incollection{Boshnakov1988,
author = {Boshnakov, Georgi N.},
title = {On One Property of the Nonstationary Time Series Models},
booktitle = {Mathematics and mathematical education
({S}unny {B}each/Bulgaria, 1988)},
pages = {213-218},
publisher = {Publ. House Bulgar. Acad. Sci., Sofia},
year = 1988
}
@incollection{Boshnakov1987,
author = {Boshnakov, Georgi N.},
title = {A method for structural identification of time series models},
booktitle = {Mathematics and mathematical education
({S}unny {B}each/Bulgaria, 1987)},
pages = {325--330},
publisher = {Publ. House Bulgar. Acad. Sci., Sofia},
year = {1987},
mrclass = {62M10},
mrnumber = {MR949958}
}
@inproceedings{b:87a,
author = {Boshnakov, Georgi N.},
title = {{STATLAB.TS} --- A Computer Package for Interactive Time Series
Analysis},
booktitle = {Proceedings of the Seminar on Statistical Data Analysis, Golden
Sands---Varna},
year = {1987},
pages = {215-220},
keywords = {software}
}
This file was generated by bibtex2html 1.98.