Multivariate count autoregression
DOI10.3150/19-BEJ1132zbMath1456.62155arXiv1704.02097OpenAlexW2990716237MaRDI QIDQ2278669
Konstantinos Fokianos, Bård Støve, Paul Doukhan, Dag Tjøstheim
Publication date: 5 December 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.02097
predictioncopulaperturbationergodicitystationarityvolatilityautocorrelationgeneralized linear models
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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