This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...

This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...

This paper provides locally optimal pseudo-Gaussian and rank-based tests for<br/>the cointegration rank in linear cointegrated error-correction models with i.i.d.<br/>elliptical innovations. The proposed tests are asymptotically distribution-free,<br/>hence their validity does not depend on the actual...