Estimation in a bivariate integer-valued autoregressive process
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Cites work
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1))
- A bivariate INAR(1) time series model with geometric marginals
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Analysis of low count time series data by poisson autoregression
- Asymptotic theory of statistics and probability
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Bivariate Time Series Modeling of Financial Count Data
- Estimation in nonlinear time series models
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Flexible bivariate INAR(1) processes using copulas
- Some ARMA models for dependent sequences of poisson counts
- Some properties of multivariate INAR(1) processes
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Time series: theory and methods
Cited in
(29)- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Monitoring procedures for binary integer autoregressive models with application to telephone complaint data
- Modelling with dispersed bivariate moving average processes
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
- Estimation for binary models generated by Gaussian autoregressive processes
- A bivariate uniform autoregressive process
- A bivariate INAR(1) time series model with geometric marginals
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- A negative binomial thinning‐based bivariate INAR(1) process
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- A new bivariate autoregressive model driven by logistic regression
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- A new minification integer‐valued autoregressive process driven by explanatory variables
- A new bivariate binomial time series model
- A GQL-based inference in non-stationary BINMA(1) time series
- Residual analysis with bivariate INAR(1) models
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
- Monitoring methods for process mean of a flexible bivariate integer-valued time series
- Random coefficient bivariate \(\mathrm{INAR}(1)\) process
- BINMA(1) model with COM-Poisson innovations: Estimation and application
- On the theory of periodic multivariate INAR processes
- A copula-based bivariate integer-valued autoregressive process with application
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Analyzing the full BINMA time series process using a robust GQL approach
- A bivariate first-order signed integer-valued autoregressive process
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
- The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations
- Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment
- Monitoring a bivariate INAR(1) process with application to Hepatitis A
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