A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (Q6167979): Difference between revisions

Latest revision as of 13:24, 2 August 2024

scientific article; zbMATH DE number 7723835

Language	Label	Description	Also known as
English	A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties	scientific article; zbMATH DE number 7723835

Statements

instance of

scholarly article

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title

A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (English)

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published in

Australian & New Zealand Journal of Statistics

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publication date

8 August 2023

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zbMATH Keywords

bivariate integer-valued autoregressive

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estimation

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generalised quasi-likelihood

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non-stationarity

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simulation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/anzs.12285

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cites work

A parametric time series model with covariates for integers in Z

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Prediction and classification of non-stationary categorical time series

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A BINAR(1) time-series model with cross-correlated COM–Poisson innovations

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REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION

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Modelling a non-stationary BINAR(1) Poisson process

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Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application

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Q4694504

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Q3998435

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Random environment integer-valued autoregressive process

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Estimation in a bivariate integer-valued autoregressive process

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A bivariate INAR(1) process with application

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Some properties of multivariate INAR(1) processes

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A geometric bivariate time series with different marginal parameters

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Bivariate Time Series Modeling of Financial Count Data

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A bivariate \(INAR(1)\) time series model with geometric marginals

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A GQL-based inference in non-stationary BINMA(1) time series

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Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

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A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series

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Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data

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Q4044015

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Thinning operations for modeling time series of counts -- a survey

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On generating multivariate Poisson data in management science applications

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Identifiers

zbMATH Open document ID

1521.62140

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DOI

10.1111/anzs.12285

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167979

@@ Property / cites work @@
+A parametric time series model with covariates for integers in Z
+Normal rank
@@ Property / cites work @@
+Prediction and classification of non-stationary categorical time series
+Normal rank
@@ Property / cites work @@
+A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
+Normal rank
@@ Property / cites work @@
+REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION
@@ Property / cites work: REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling a non-stationary BINAR(1) Poisson process
+Normal rank
@@ Property / cites work @@
+Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
+Normal rank
@@ Property / cites work @@
+Q4694504
@@ Property / cites work: Q4694504 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998435
@@ Property / cites work: Q3998435 / rank @@
+Normal rank
@@ Property / cites work @@
+Random environment integer-valued autoregressive process
+Normal rank
@@ Property / cites work @@
+Estimation in a bivariate integer-valued autoregressive process
+Normal rank
@@ Property / cites work @@
+A bivariate INAR(1) process with application
@@ Property / cites work: A bivariate INAR(1) process with application / rank @@
+Normal rank
@@ Property / cites work @@
+Some properties of multivariate INAR(1) processes
@@ Property / cites work: Some properties of multivariate INAR(1) processes / rank @@
+Normal rank
@@ Property / cites work @@
+A geometric bivariate time series with different marginal parameters
+Normal rank
@@ Property / cites work @@
+Bivariate Time Series Modeling of Financial Count Data
+Normal rank
@@ Property / cites work @@
+A bivariate \(INAR(1)\) time series model with geometric marginals
+Normal rank
@@ Property / cites work @@
+A GQL-based inference in non-stationary BINMA(1) time series
+Normal rank
@@ Property / cites work @@
+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
+Normal rank
@@ Property / cites work @@
+A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
+Normal rank
@@ Property / cites work @@
+Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
+Normal rank
@@ Property / cites work @@
+Q4044015
@@ Property / cites work: Q4044015 / rank @@
+Normal rank
@@ Property / cites work @@
+Thinning operations for modeling time series of counts -- a survey
+Normal rank
@@ Property / cites work @@
+On generating multivariate Poisson data in management science applications
+Normal rank