A bivariate INAR(1) model with different thinning parameters
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Publication:284209
DOI10.1007/S00362-015-0667-1zbMATH Open1343.62072OpenAlexW2093243930MaRDI QIDQ284209FDOQ284209
Authors: Predrag Popović 
Publication date: 17 May 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0667-1
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Cites Work
- Introduction to Time Series and Forecasting
- Large Sample Properties of Generalized Method of Moments Estimators
- Time series: theory and methods.
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- On composite likelihood estimation of a multivariate INAR(1) model
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A bivariate INAR(1) process with application
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Thinning operations for modeling time series of counts -- a survey
- The Multivariate Ginar(p) Process
- Title not available (Why is that?)
- First-order random coefficient integer-valued autoregressive processes
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- True integer value time series
- Estimation in integer-valued moving average models
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- A bivariate \(INAR(1)\) time series model with geometric marginals
- A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1))
- Title not available (Why is that?)
- A mixed INAR(p) model
- Some recent progress in count time series
Cited In (20)
- A bivariate integer-valued bilinear autoregressive model with random coefficients
- A mixed bilinear INAR(1) model
- A bivariate \(INAR(1)\) time series model with geometric marginals
- Flexible bivariate Poisson integer-valued GARCH model
- Two classes of dynamic binomial integer-valued ARCH models
- Estimation in a bivariate integer-valued autoregressive process
- On bivariate threshold Poisson integer-valued autoregressive processes
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- Quantile regression for thinning-based INAR(1) models of time series of counts
- A negative binomial thinning‐based bivariate INAR(1) process
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- Modeling time series of counts with a new class of INAR(1) model
- Residual analysis with bivariate INAR(1) models
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- Random coefficient bivariate \(\mathrm{INAR}(1)\) process
- On the theory of periodic multivariate INAR processes
- A bivariate first-order signed integer-valued autoregressive process
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
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