Modelling overdispersion with integer-valued moving average processes

DOI10.1007/978-3-030-28665-1_21zbMath1434.62197OpenAlexW2980945487MaRDI QIDQ2179567

Maria Eduarda Silva, Cristina Torres, Isabel Silva

Publication date: 13 May 2020

Full work available at URL: https://hdl.handle.net/10216/123002

zbMATH Keywords

overdispersionnegative binomialcount time seriesbivariate time seriesINAR models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)

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Inference for bivariate integer-valued moving average models based on binomial thinning operation

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