A copula based BINAR(1) process with applications

DOI10.1007/S11587-026-01055-2MaRDI QIDQ7227242zbMATH OpenFDO

Authors Naushad Mamode Khan, Muhammed Rasheed Irshad, A. Krishna, R. Maya, M. Longobardi

Publication date 9 April 2026

Published in Ricerche di Matematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11587-026-01055-2

zbMATH Keywords

BINAR(1) processconditional maximum likelihoodcopulanegative correlationPoisson extended exponential distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A bivariate INAR(1) process with application
• A Primer on Copulas for Count Data
• An introduction to copulas.
• Copula-based regression models: a survey
• Dependence modeling with copulas
• Discrete distributions in the extended FGM family: the p.g.f. Approach
• Finite mixtures of multivariate Poisson distributions with application
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Flexible bivariate INAR(1) processes using copulas
• Integer valued AR(1) with geometric innovations
• On modeling count data: a comparison of some well-known discrete distributions
• The multivariate Poisson-log normal distribution

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