Flexible Bivariate INAR(1) Processes Using Copulas (Q4921634): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Analysis of low count time series data by poisson autoregression
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+A Primer on Copulas for Count Data
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+Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models
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+First-order rounded integer-valued autoregressive (RINAR(1)) process
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+Finite mixtures of multivariate Poisson distributions with application
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+Copula-based regression models: a survey
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+The Multivariate Ginar(<i>p</i>) Process
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+On modeling count data: a comparison of some well-known discrete distributions
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+Finite normal mixture copulas for multivariate discrete data modeling
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+Discrete distributions in the extended FGM family: the p.g.f. Approach
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+Bivariate Time Series Modeling of Financial Count Data
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Discrete analogues of self-decomposability and stability
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