Time series. ARMA modeling with conditional heteroskedastic errors: power GARCH and GTARCH processes (general settings, stationarity, ergodicity, moments). Bilinear processes (brief reference).
Integer-valued time series. Thinning operator, INARMA and INGARCH stochastic processes (general settings, stationarity, ergodicity, moments).
Statistical analysis of time series. Estimation, forecasting and testing in some of the models studied.
