On composite likelihood estimation of a multivariate INAR(1) model
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Cites work
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- Bivariate Time Series Modeling of Financial Count Data
- Composite likelihood estimation in multivariate data analysis
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- scientific article; zbMATH DE number 997340 (Why is no real title available?)
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- On composite marginal likelihoods
- On weighting of bivariate margins in pairwise likelihood
- Pairwise likelihood methods for inference in image models
- Some ARMA models for dependent sequences of poisson counts
- The Multivariate Ginar(p) Process
Cited in
(46)- Some properties of multivariate INAR(1) processes
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Influence diagnostics in log-linear integer-valued GARCH models
- Sequential Bayesian analysis of multivariate count data
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
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- Modelling a non-stationary BINAR(1) Poisson process
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- Multivariate distributions with time and cross-dependence: aggregation and capital allocation
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- On bivariate threshold Poisson integer-valued autoregressive processes
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- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
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- Grouped network Poisson autoregressive model
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