@article{boshnakov2017bivariate, title = {A bivariate Weibull count model for forecasting association football scores}, author = {Boshnakov, Georgi and Kharrat, Tarak and McHale, Ian G}, journal = {International Journal of Forecasting}, volume = {33}, number = {2}, pages = {458--466}, year = {2017}, publisher = {Elsevier}, doi = {10.1016/j.ijforecast.2016.11.006} }

@article{akinyemi2017geometric, title = {On the geometric ergodicity of the mixture autoregressive model}, author = {Akinyemi, Mary I and Boshnakov, Georgi N}, journal = {Journal of the Nigerian Mathematical Society}, volume = {36}, number = {1}, pages = {307--317}, year = {2017} }

@article{boshnakov2014sourav, author = {Subba Rao, Tata and Sourav Das and Georgi N. Boshnakov}, title = {A Frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes}, journal = {J. Time Series Anal.}, volume = {35}, number = {4}, year = {2014}, pages = {357--377}, doi = {10.1111/jtsa.12069} }

```
@article{Nikolaev20132233,
title = {Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation},
journal = {Expert Systems with Applications},
volume = {40},
number = {6},
pages = {2233 - 2243},
year = {2013},
note = {},
issn = {0957-4174},
doi = {10.1016/j.eswa.2012.10.038},
url = {http://www.sciencedirect.com/science/article/pii/S0957417412011621},
author = {Nikolay Y. Nikolaev and Georgi N. Boshnakov and Robert Zimmer},
keywords = {GARCH models},
keywords = {Mixture models},
keywords = {Student-t distribution},
keywords = {VaR estimation}
}
```

@techreport{rr:RDBfreq2012, author = {Tata Subba Rao and Sourav Das and Georgi N. Boshnakov}, title = {A Frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {7}, year = {2012}, note = {(available also as MIMS EPrint No. 2012.90 at \url{http://eprints.ma.man.ac.uk/1879/})}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr07-2012.pdf} }

@techreport{b:rrSourav, author = {Das, Sourav and Subba Rao, Tata and Boshnakov, Georgi N.}, title = {On the Estimation of Parameters of Variograms of Spatial Stationary Isotropic Random Processes}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {2}, year = {2012}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr02-2012.pdf} }

@article{Boshnakov2012pld, title = {A periodic {Levinson-Durbin} algorithm for entropy maximization}, journal = {Computational Statistics \& Data Analysis}, volume = {56}, number = {}, pages = {15--24}, year = {2012}, note = {}, issn = {0167-9473}, doi = {10.1016/j.csda.2011.07.001}, url = {http://www.sciencedirect.com/science/article/pii/S0167947311002556}, author = {Georgi N. Boshnakov and Sophie Lambert-Lacroix}, keywords = {Maximum entropy method}, keywords = {Partial autocorrelation}, keywords = {Periodically correlated processes}, keywords = {Periodic Levinson-Durbin algorithm} }

@article{Boshnakov2012mep, author = {Boshnakov, Georgi N. and Iqelan, Bisher M.}, title = {Maximum entropy models for general lag patterns}, journal = {Journal of Time Series Analysis}, volume = {33}, number = {1}, year = {2012}, pages = {112--120}, note = {}, issn = {1467-9892}, doi = {10.1111/j.1467-9892.2011.00744.x} }

@techreport{rrBoshnakov2010entropy, author = {Boshnakov, Georgi N. and Iqelan, Bisher M.}, title = {Maximum entropy models for general lag patterns}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {4}, year = {2010}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr04-2010.pdf}, note = {(this is a revision of \cite{rrBoshnakov2007entropy}, superseded by \cite{Boshnakov2012mep})} }

@article{Boshnakov2011on1st2nd, author = {Boshnakov, Georgi N.}, title = {On First and Second Order Stationarity of Random Coefficient Models}, journal = {Linear Algebra Appl.}, fjournal = {Linear Algebra and its Applications}, volume = {434}, year = {2011}, number = {2}, pages = {415--423}, doi = {10.1016/j.laa.2010.09.023} }

@inproceedings{Boshnakov2009jeni, author = {Stoimenova, Eugenia and Boshnakov, Georgi N.}, title = {Power of Rank Tests Against Location Shift Alternative}, editor = {Cole, Frank and Mallor, Fermin and Omey, Edward and Van Gulck, Stefan}, booktitle = {Proceedings of the seventh International Conference on Simulation in Industry and Services}, venue = {Hogeschool Universiteit Brussel, December 4, 2009}, isbn = {978-84-9769-249-6}, publisher = {Universidad P{\`u}blica de Navarra, 31006 Pamplona, Spain}, year = {2009}, pages = {117-135}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov2009jeni.pdf} }

@techreport{rrBoshnakov2009jeni, author = {Stoimenova, Eugenia and Boshnakov, Georgi N.}, title = {Power of Rank Tests Against Location Shift Alternative}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {15}, year = {2009}, note = {(see also \cite{Boshnakov2009jeni})}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr15-2009.pdf} }

@article{Boshnakov2009pcme, title = {{Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients}}, author = {Boshnakov, Georgi N. and Lambert-Lacroix, Sophie}, journal = {J.~Time Series Anal.}, fjournal = {Journal of Time Series Analysis}, volume = {30}, number = {5}, pages = {467--486}, year = {2009}, publisher = {Blackwell Publishing}, doi = {10.1111/j.1467-9892.2009.00619.x} }

@article{Boshnakov2009mar, author = {Boshnakov, Georgi N.}, title = {{Analytic expressions for predictive distributions in mixture autoregressive models.}}, journal = {Stat. Probab. Lett. }, volume = {79}, number = {15}, pages = {1704-1709}, year = {2009}, doi = {10.1016/j.spl.2009.04.009} }

@article{Boshnakov2009gen, author = {Boshnakov, Georgi N. and Iqelan, Bisher M.}, title = {Generation of time series models with given spectral properties}, journal = {J.~Time Series Anal.}, fjournal = {Journal of Time Series Analysis}, volume = {30}, year = {2009}, number = {3}, pages = {349--368}, issn = {0143-9782}, mrclass = {62M10 (62M15)}, mrnumber = {MR2512237}, doi = {10.1111/j.1467-9892.2009.00617.x} }

@techreport{rrBoshnakov2009pld, author = {Boshnakov, Georgi N. and Lambert-Lacroix, Sophie}, title = {Periodic {Levinson-Durbin} Algorithm for Entropy Maximisation}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {4}, year = {2009}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr04-2009.pdf}, note = {(this has been superseded by \cite{Boshnakov2012pld})} }

@techreport{rrBoshnakov2009on1st2nd, author = {Boshnakov, Georgi N.}, title = {On First and Second Order Stationarity of Random Coefficient Models}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {3}, year = {2009}, note = {(this has been superseded by \cite{Boshnakov2011on1st2nd})}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr03-2009.pdf} }

@article{Boshnakov2007asym, author = {Boshnakov, Georgi N.}, title = {Some measures for asymmetry of distributions}, journal = {Statist. Probab. Lett.}, fjournal = {Statistics \& Probability Letters}, volume = {77}, year = {2007}, number = {11}, pages = {1111--1116}, issn = {0167-7152}, coden = {SPLTDC}, mrclass = {62E10 (60E05 62B10)}, mrnumber = {MR2395068}, doi = {10.1016/j.spl.2007.02.002} }

@article{Boshnakov2007svd, author = {Boshnakov, Georgi N.}, title = {Singular value decomposition of multi-companion matrices}, journal = {Linear Algebra Appl.}, fjournal = {Linear Algebra and its Applications}, volume = {424}, year = {2007}, number = {2-3}, pages = {393--404}, issn = {0024-3795}, coden = {LAAPAW}, mrclass = {15A18}, mrnumber = {MR2329483 (2009b:15018)}, mrreviewer = {Dao Sheng Zheng}, doi = {10.1016/j.laa.2007.02.010} }

@techreport{rrBoshnakov2007entropy, author = {Boshnakov, Georgi N. and Iqelan, Bisher M.}, title = {{Non-Gaussian} Maximum Entropy Processes}, institution = {Probability and Statistics Group, School of Mathematics, University of Manchester}, address = {Oxford Road, Manchester M13 9PL, UK}, type = {Research Report}, number = {3}, year = {2007}, note = {(please see the revised version \cite{rrBoshnakov2010entropy})}, url = {http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr03-2007.pdf} }

@article{Boshnakov2005sacvf, author = {Boshnakov, Georgi N.}, title = {On the asymptotic properties of multivariate sample autocovariances}, journal = {J. Multivariate Anal.}, fjournal = {Journal of Multivariate Analysis}, volume = {92}, year = {2005}, number = {1}, pages = {42--52}, issn = {0047-259X}, mrclass = {62M10 (60F05 62E20)}, mrnumber = {MR2102243 (2005h:62234)}, mrreviewer = {P. A. Morettin}, doi = {10.1016/j.jmva.2003.10.005} }

@article{Boshnakov2004pliska, author = {Boshnakov, Georgi N.}, title = {On some concepts of residuals}, journal = {Pliska Stud. Math. Bulgar.}, fjournal = {Pliska Studia Mathematica Bulgarica}, volume = {16}, year = {2004}, pages = {23--33}, issn = {0204-9805}, mrclass = {62G15 (60E10 62M20)}, mrnumber = {MR2070302}, note = {(references and the crossreferences in this paper have been messed up during the publishing process, please see the original preprint: On some concepts of residuals, Department of Mathematics, UMIST, Preprint, 2003, \url{http://www.maths.manchester.ac.uk/~gb/Publications/Onsomeconceptsofresiduals.pdf})} }

@article{Boshnakov2003cch, author = {Boshnakov, Georgi N.}, title = {Confidence characteristics of distributions}, journal = {Statist. Probab. Lett.}, fjournal = {Statistics \& Probability Letters}, volume = {63}, year = {2003}, number = {4}, pages = {353--360}, issn = {0167-7152}, coden = {SPLTDC}, mrclass = {60E05 (62E10)}, mrnumber = {MR1996183 (2004d:60025)}, mrreviewer = {Roger B. Nelsen}, doi = {10.1016/S0167-7152(03)00100-7} }

@article{Boshnakov2002mc, author = {Boshnakov, Georgi N.}, title = {Multi-companion matrices}, journal = {Linear Algebra Appl.}, fjournal = {Linear Algebra and its Applications}, volume = {354}, year = {2002}, pages = {53--83}, issn = {0024-3795}, coden = {LAAPAW}, mrclass = {15A18 (62M10)}, mrnumber = {MR1927648 (2003f:15014)}, mrreviewer = {M. L. Mehta}, doi = {10.1016/S0024-3795(01)00475-X} }

@article{Boshnakov1998, author = {Esa, Sahib and Boshnakov, Georgi}, title = {Sufficient statistics for {ARMA} models with some fixed parameters}, journal = {Comm. Statist. Theory Methods}, fjournal = {Communications in Statistics. Theory and Methods}, volume = {27}, year = {1998}, number = {5}, pages = {1083--1099}, issn = {0361-0926}, coden = {CSTMDC}, mrclass = {62M10}, mrnumber = {MR1626297 (99a:62129)}, doi = {10.1080/03610929808832147} }

@incollection{Boshnakov1996gyor, author = {Boshnakov, Georgi N.}, title = {Periodically correlated solutions to a class of stochastic difference equations}, booktitle = {Stochastic differential and difference equations ({G}y{\H o}r, 1996)}, series = {Progr. Systems Control Theory}, volume = {23}, pages = {1--9}, publisher = {Birkh\"auser Boston}, address = {Boston, MA}, year = {1997}, mrclass = {60G99 (62M10)}, mrnumber = {MR1636822}, editor = {Csisz\'ar, I. and Michaletzky, Gy.}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1997gyor.pdf} }

@article{Boshnakov1996spa, author = {Boshnakov, Georgi N.}, title = {The asymptotic covariance matrix of the multivariate serial correlations}, journal = {Stochastic Process. Appl.}, fjournal = {Stochastic Processes and their Applications}, volume = {65}, year = {1996}, number = {2}, pages = {251--258}, issn = {0304-4149}, coden = {STOPB7}, mrclass = {62M10}, mrnumber = {MR1425359 (98f:62246)}, mrreviewer = {Francesco Battaglia}, doi = {10.1016/S0304-4149(96)00104-4} }

@article{Boshnakov1996jtsa, author = {Boshnakov, Georgi N.}, title = {Recursive computation of the parameters of periodic autoregressive moving-average processes}, journal = {J.~Time Ser. Anal.}, fjournal = {Journal of Time Series Analysis}, volume = {17}, year = {1996}, number = {4}, pages = {333--349}, issn = {0143-9782}, mrclass = {62M10}, mrnumber = {MR1410414 (97j:62124)}, mrreviewer = {A. N. Startsev}, doi = {10.1111/j.1467-9892.1996.tb00281.x} }

@article{Boshnakov1996aism, author = {Boshnakov, Georgi N.}, title = {Bartlett's formulae---closed forms and recurrent equations}, journal = {Ann. Inst. Statist. Math.}, fjournal = {Annals of the Institute of Statistical Mathematics}, volume = {48}, year = {1996}, number = {1}, pages = {49--59}, issn = {0020-3157}, coden = {AISXAD}, mrclass = {60G10 (62M10)}, mrnumber = {MR1392515 (97f:60078)}, mrreviewer = {Juan Carlos Abril}, doi = {10.1007/BF00049288} }

@incollection{Boshnakov1994scalings, author = {Boshnakov, Georgi}, title = {Complex scalings for categorical time series}, pages = {91--96}, editor = {Partchev, I.}, booktitle = {Multivariate Analysis in the Behavioral Sciences. Philosophic to technical.}, publisher = {``Prof. Marin Drinov'' Academic Publishing House, Sofia}, isbn = {954-430-406-1}, year = {1995}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1995scalings.pdf} }

@techreport{Boshnakov1995burg, author = {Boshnakov, Georgi N.}, title = {A generalization of the {Burg's} algorithm to periodically correlated time series}, institution = {Institute of Mathematics, Bulgarian Academy of Sciences}, type = {Preprint}, year = {1995}, pages = {1-15}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1995burg.pdf} }

@inproceedings{Boshnakov1995mathematica, author = {Boshnakov, Georgi N.}, title = {Using {``Mathematica''} to find the densities of multivariate linear combinations of exponential random variables (paper presented at {SDA'95}, {Varna}, 1995.)}, booktitle = {Statistical Data Analysis. Proceedings of SDA'95 and SDA'96, Bulgarian Statistical Society}, publisher = {Bulgarian Statistical Society and Bulgarian Academy of Sciences}, address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)}, year = {1997}, pages = {1-9} }

@inproceedings{Boshnakov1992peracf, author = {Boteva, A. and Boshnakov, G. N.}, title = {An Algorithm for the Computation of the Theoretical Autocovariances of a Periodic Autoregression Process}, booktitle = {Proceedings of the 8-th Seminar on Statistical Data Analysis, Varna}, publisher = {Computer Stochastics Laboratory, Institute of Mathematics, Bulgarian Academy of Sciences}, address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)}, year = {1992}, pages = {9-15}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1992perar.pdf} }

@inproceedings{Boshnakov1992inverse, author = {Boshnakov, Georgi N.}, title = {A note on the computation of the variances of the estimated parameters in multivariate autoregression}, booktitle = {Proceedings of the 8-th Seminar on Statistical Data Analysis, Varna}, publisher = {Computer Stochastics Laboratory, Institute of Mathematics, Bulgarian Academy of Sciences}, address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)}, year = {1992}, pages = {5-8}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1992inverse.pdf} }

@preamble{{\def\cdprime{$''$} }}

@article{Boshnakov1992, author = {Boshnakov, Georgi N.}, title = {Innovations, sufficient statistics and maximum likelihood in {ARMA} models}, journal = {Math. Balkanica (N.S.)}, fjournal = {Mathematica Balkanica. New Series}, volume = {6}, year = {1992}, number = {2}, pages = {119--123}, issn = {0205-3217}, mrclass = {62M10}, mrnumber = {MR1182940 (93e:62229)}, url = {http://www.maths.manchester.ac.uk/~gb/Publications/Boshnakov1992balcan.pdf} }

@article{Boshnakov1989bartlett, author = {Boshnakov, Georgi N.}, title = {On the asymptotic distribution of the sample autocovariance and autocorrelation functions}, journal = {C. R. Acad. Bulgare Sci.}, fjournal = {Doklady Bolgarsko\u\i\ Akademii Nauk. Comptes Rendus de l'Acad\'emie Bulgare des Sciences}, volume = {42}, year = {1989}, number = {5}, pages = {21--23}, issn = {0366-8681}, coden = {CRABAA}, mrclass = {62M10 (62E20)}, mrnumber = {MR1020856} }

@manual{Boshnakov1989tstat16, author = {Boshnakov, G. and Damjanov, G. and Vandev, D. and Dimitrov, D. and Dimitrov, E. and Mateev, P.}, title = {A program package for multivariate time series analysis, {TSTAT-16}, {User's} manual}, organization = {Institute of Mathematics, Bulgarian Academy of Sciences and SPS}, address = {Acad.\ G.\ Bonchev str., bl. 8, 1113 Sofia (Bulgaria)}, year = {1989}, keywords = {software} }

@incollection{Boshnakov1988, author = {Boshnakov, Georgi N.}, title = {On One Property of the Nonstationary Time Series Models}, booktitle = {Mathematics and mathematical education ({S}unny {B}each/Bulgaria, 1988)}, pages = {213-218}, publisher = {Publ. House Bulgar. Acad. Sci., Sofia}, year = 1988 }

@incollection{Boshnakov1987, author = {Boshnakov, Georgi N.}, title = {A method for structural identification of time series models}, booktitle = {Mathematics and mathematical education ({S}unny {B}each/Bulgaria, 1987)}, pages = {325--330}, publisher = {Publ. House Bulgar. Acad. Sci., Sofia}, year = {1987}, mrclass = {62M10}, mrnumber = {MR949958} }

@inproceedings{b:87a, author = {Boshnakov, Georgi N.}, title = {{STATLAB.TS} --- A Computer Package for Interactive Time Series Analysis}, booktitle = {Proceedings of the Seminar on Statistical Data Analysis, Golden Sands---Varna}, year = {1987}, pages = {215-220}, keywords = {software} }

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