Analyzing the full BINMA time series process using a robust GQL approach

DOI10.1515/JTSE-2015-0019MaRDI QIDQ1695684zbMATH OpenOpenAlexFDO

Authors Naushad Mamode Khan, Yuvraj Sunecher, Vandna Jowaheer

Publication date 7 February 2018

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jtse-2015-0019

zbMATH Keywords

time seriesbivariatemoving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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• Testing for serial dependence in time series models of counts
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• Time series of count data: Modeling, estimation and diagnostics

Cited in

(2)

• Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series

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