A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (Q6167979)
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scientific article; zbMATH DE number 7723835
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| English | A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties |
scientific article; zbMATH DE number 7723835 |
Statements
A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties (English)
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8 August 2023
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bivariate integer-valued autoregressive
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estimation
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generalised quasi-likelihood
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non-stationarity
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simulation
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0.8946917057037354
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0.8732380270957947
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0.8621575236320496
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0.8252567648887634
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