A bivariate first-order signed integer-valued autoregressive process

DOI10.1080/03610926.2015.1132322MaRDI QIDQ5349184zbMATH OpenOpenAlexFDO

Authors Christophe Chesneau, Maher Kachour, Jan Bulla

Publication date 23 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1132322

zbMATH Keywords

bivariate integer-valued time seriesINAR modelsSINAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(17)

• On some distributions arising from a generalized trivariate reduction scheme
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• On the theory of periodic multivariate INAR processes
• Bivariate distributions on Z^2
• Hierarchical Markov-switching models for multivariate integer-valued time-series
• A parametric study for the first-order signed integer-valued autoregressive process
• Estimation in a bivariate integer-valued autoregressive process
• Thinning-based models in the analysis of integer-valued time series: a review
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
• Bernoulli difference time series models
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
• Sequential monitoring process for bivariate signed integer-valued autoregressive models
• Monitoring methods for process mean of a flexible bivariate integer-valued time series
• A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
• Bivariate rounded \(\mathbb{Z} \)-valued autoregressive models with flexible auto- and cross-correlations
• Modeling and inferences for bivariate signed integer-valued autoregressive models

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