Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts

DOI10.1214/17-AOAS1098zbMath1393.62126OpenAlexW2790715280WikidataQ130184951 ScholiaQ130184951MaRDI QIDQ1647625

James Livsey, Stefanos Kechagias, Vladas Pipiras, Robert B. Lund

Publication date: 26 June 2018

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoas/1520564478

zbMATH Keywords

long-range dependencehurricanesmultivariatePoissoncount time seriesnegative autocorrelation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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