On Estimation of the Bivariate Poisson INAR Process
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Cites work
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- Bivariate Time Series Modeling of Financial Count Data
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- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 410316 (Why is no real title available?)
- scientific article; zbMATH DE number 2206035 (Why is no real title available?)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- The Multivariate Ginar(p) Process
Cited in
(35)- Some properties of multivariate INAR(1) processes
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- Testing for Poisson arrivals in INAR(1) processes
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Flexible bivariate Poisson integer-valued GARCH model
- On the theory of periodic multivariate INAR processes
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- Bivariate binomial autoregressive models
- Estimation in a bivariate integer-valued autoregressive process
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- A Poisson INAR(1) model with serially dependent innovations
- Thinning-based models in the analysis of integer-valued time series: a review
- scientific article; zbMATH DE number 7460334 (Why is no real title available?)
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
- Monitoring a bivariate INAR(1) process with application to Hepatitis A
- The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations
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- Modelling a non-stationary BINAR(1) Poisson process
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- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- Latent level correlation modeling of multivariate discrete-valued financial time series
- A bivariate autoregressive Poisson model and its application to asthma-related emergency room visits
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
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