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Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, Volume 47, Issue 3, Page 597-611, May 2026.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley +1 more source

Strong well‐posedness for a stochastic fluid‐rigid body system via stochastic maximal regularity

Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.
Abstract We develop a rigorous analytical framework for a coupled stochastic fluid‐rigid body system in R3$\mathbb {R}^3$. The model describes the motion of a rigid ball immersed in an incompressible Newtonian fluid subjected to both additive noise in the fluid and body equations and transport‐type noise in the fluid equation. We establish local strong
Felix Brandt, Arnab Roy
wiley +1 more source

Infinite-server systems with Hawkes arrivals and Hawkes services. [PDF]