• Multivariate count autoregression 

      Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag Bjarne; Doukhan, Paul (Journal article; Peer reviewed, 2020)
      We are studying linear and log-linear models for multivariate count time series data with Poisson marginals. For studying the properties of such processes we develop a novel conceptual framework which is based on copulas. ...