Journal of Business & Economic Statistics, Vol. 35, No. 2, Special Issue on Regime Switching and Threshold Models (April 2017), pp. 306-317 (12 pages) This article proposes a mixture double ...

Brazilian Journal of Probability and Statistics, Vol. 35, No. 2 (2021), pp. 293-314 (22 pages) Recently, there has been a growing interest in integer-valued time series models, including ...

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time. In 2017, I was developing software focused on ...