Bivariate binomial autoregressive models
From MaRDI portal
Publication:2637613
DOI10.1016/j.jmva.2013.12.014zbMath1283.62188MaRDI QIDQ2637613
Maria Eduarda Silva, Christian H. Weiß, Manuel G. Scotto, Isabel M. S. Pereira
Publication date: 13 February 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.12.014
INGARCH model; INAR(1) model; bivariate binomial distribution; thinning operation; binomial AR(1) model
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
Related Items
A BINAR(1) time-series model with cross-correlated COM–Poisson innovations, Thinning-based models in the analysis of integer-valued time series: a review, Extended binomial AR(1) processes with generalized binomial thinning operator, Inference for bivariate integer-valued moving average models based on binomial thinning operation, On periodic integer-valued moving average (INMA (q)) models, On the theory of periodic multivariate INAR processes, Count Time Series: A Methodological Review, On bivariate threshold Poisson integer-valued autoregressive processes, Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data, Flexible bivariate INGARCH process with a broad range of contemporaneous correlation, Bivariate zero truncated Poisson INAR(1) process, Self-exciting threshold binomial autoregressive processes, Regularized estimation in GINAR(\(p\)) process, Two classes of dynamic binomial integer-valued ARCH models, A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion, A bivariate integer-valued bilinear autoregressive model with random coefficients, Bivariate integer-autoregressive process with an application to mutual fund flows, A multinomial autoregressive model for finite-range time series of counts, Bivariate first-order random coefficient integer-valued autoregressive processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Least-squares estimation for bifurcating autoregressive processes
- Modelling time series of counts with overdispersion
- A bivariate \(INAR(1)\) time series model with geometric marginals
- Inference in binomial AR(1) models
- Estimation and testing for a Poisson autoregressive model
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
- Discrete analogues of self-decomposability and stability
- Non-negative matrices and Markov chains. 2nd ed
- Useful models for time series of counts or simply wrong ones?
- A new bivariate binomial distribution.
- Nonlinear Poisson autoregression
- Some recent theory for autoregressive count time series
- On composite likelihood estimation of a multivariate INAR(1) model
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Poisson Autoregression
- Treating missing values in INAR(1) models: An application to syndromic surveillance data
- Monitoring correlated processes with binomial marginals
- Bivariate Time Series Modeling of Financial Count Data
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Integer-Valued GARCH Process
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- A new look at time series of counts
- A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
- The Multivariate Ginar(p) Process
- Chain Binomial Models and Binomial Autoregressive Processes
- On Estimation of the Bivariate Poisson INAR Process
- Flexible Bivariate INAR(1) Processes Using Copulas
- A bivariate INAR(1) process with application
- Binomial AR(1) processes: moments, cumulants, and estimation
- On the strong law of large numbers for a class of stochastic processes