Modeling and inferences for bivariate signed integer-valued autoregressive models

DOI10.1007/S42952-024-00300-4MaRDI QIDQ6953338zbMATH OpenFDO

Authors Sangyeol Lee, Minyoung Jo

Publication date 24 July 2025

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42952-024-00300-4

zbMATH Keywords

BSINAR modelMDPDEmodeling time series of countsparameter estimationrobust estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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Cited in

(1)

• On the robustness of maximum likelihood estimators for the Poisson INAR(1) model

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