A bivariate integer-valued bilinear autoregressive model with random coefficients

DOI10.1007/s00362-018-1005-1zbMath1452.62673OpenAlexW2802981318WikidataQ129831030 ScholiaQ129831030MaRDI QIDQ2208397

Predrag M. Popović, Hassan S. Bakouch

Publication date: 2 November 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-1005-1

zbMATH Keywords

bivariate geometric distributiontime series of countsrandom coefficientthinning operatorbivariate bilinear model

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) Reliability and life testing (62N05)

Related Items

A new bivariate autoregressive model driven by logistic regression ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ A non-linear random environment \(\mathrm{INAR}(1)\) model ⋮ A MIXED BILINEAR INAR(1) MODEL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A geometric bivariate time series with different marginal parameters
• A bivariate \(INAR(1)\) time series model with geometric marginals
• Note on integer-valued bilinear time series models
• A non-stationary integer-valued autoregressive model
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Discrete analogues of self-decomposability and stability
• Stationarity and invertibility of simple bilinear models
• Some properties of multivariate INAR(1) processes
• Interval estimation for a simple bilinear model
• Bivariate binomial autoregressive models
• Random environment integer-valued autoregressive process
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
• On stationarity and ergodicity of the bilinear model with applications to GARCH models
• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• First order autoregressive time series with negative binomial and geometric marginals
• The Multivariate Ginar(p) Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• On Estimation of the Bivariate Poisson INAR Process
• Thinning-based models in the analysis of integer-valued time series: a review
• A bivariate INAR(1) process with application
• A simple integer-valued bilinear time series model

This page was built for publication: A bivariate integer-valued bilinear autoregressive model with random coefficients