Flexible binomial AR(1) processes using copulas
From MaRDI portal
Publication:2123273
DOI10.1016/j.jspi.2022.01.002OpenAlexW4206754542MaRDI QIDQ2123273
De-Hui Wang, Rui Zhang, Cong Li
Publication date: 8 April 2022
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2022.01.002
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Parametric families of multivariate distributions with given margins
- Discrete analogues of self-decomposability and stability
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Random coefficient autoregressive models: an introduction
- On conditional least squares estimation for stochastic processes
- A class of bivariate distributions including the bivariate logistic
- Parameter estimation for generalized random coefficient autoregressive processes
- Self-exciting threshold binomial autoregressive processes
- Modeling zero inflation in count data time series with bounded support
- Two classes of dynamic binomial integer-valued ARCH models
- Models for autoregressive processes of bounded counts: how different are they?
- Multivariate count autoregression
- A copula-based bivariate integer-valued autoregressive process with application
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
- Chain Binomial Models and Binomial Autoregressive Processes
- Flexible Bivariate INAR(1) Processes Using Copulas
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- The Lindeberg-Levy Theorem for Martingales
This page was built for publication: Flexible binomial AR(1) processes using copulas