Fukang Zhu

Prof. Dr. Fukang Zhu

orcid

Research Focus & Metrics

Academic Career Length

19Years (2008-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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2 September 2010 in Journal of Time Series Analysis
Verified
Journal Article
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FZFukang Zhu
Fukang Zhu

19 September 2017 in TEST
Verified
Journal Article
Closed access
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YCYan Cui
Yan Cui
FZFukang Zhu
Fukang Zhu

3 September 2021 in Journal of Time Series Analysis
Verified
Journal Article
Closed access
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MLMengya Liu
Mengya Liu
FZFukang Zhu
Fukang Zhu
KZKe Zhu
Ke Zhu

28 July 2009 in Metrika
Verified
Journal Article
Closed access
PDF file
FZFukang Zhu
Fukang Zhu
DWDehui Wang
Dehui Wang

2 September 2021 in Journal of Time Series Analysis
Verified
Journal Article
Closed access
PDF file
YXYue Xu
Yue Xu
FZFukang Zhu
Fukang Zhu

4 June 2021 in Entropy
Verified
Journal Article
Open access
PDF file
JHJie Huang
Jie Huang
FZFukang Zhu
Fukang Zhu
A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be a good alternative. In addition, for a parameter with a small value, the Bell distribution approaches the Poisson distribution. In this paper, we introduce a new first-order, non-negative, integer-valued autoregressive model with Bell innovations based on the binomial thinning operator. Compared with other models, the new model is not only simple but also particularly suitable for time series of counts exhibiting overdispersion. Some properties of the model are established here, such as the mean, variance, joint distribution functions, and multi-step-ahead conditional measures. Conditional least squares, Yule–Walker, and conditional maximum likelihood are used for estimating the parameters. Some simulation results are presented to access these estimates’ performances. Real data examples are provided.