time series||anomaly detection||unsupervised learning||kernel density estimation||missing data||multivariate time series||nonstationary||spectral matrix||local field potential||electric power||forecasting accuracy||machine learning||extended binomial distribution||INAR||thinning operator||time series of counts||unemployment rate||SARIMA||SETAR||Holt–Winters||ETS||neural network autoregression||Romania||integer-valued time series||bivariate Poisson INGARCH model||outliers||robust estimation||minimum density power divergence estimator||CUSUM control chart||INAR-type time series||statistical process monitoring||random survival rate||zero-inflation||cointegration||subspace algorithms||VARMA models||seasonality||finance||volatility fluctuation||Student’s t-process||entropy based particle filter||relative entropy||count data||time series analysis||Julia programming language||ordinal patterns||long-range dependence||multivariate data analysis||limit theorems||integer-valued moving average model||counting series||dispersion test||Bell distribution||count time series||estimation||overdispersion||multivariate count data||INGACRCH||state-space model||bank failures||transactions||periodic autoregression||integer-valued threshold models||parameter estimation||models