Residual analysis with bivariate INAR(1) models

zbMATH Open1395.62280MaRDI QIDQ4584937FDOQ4584937

Authors: Predrag Popović, Aleksandar S. Nastić, Miroslav M. Ristić 

Publication date: 5 September 2018

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v16-n3-5.pdf

Recommendations

• A bivariate INAR(1) model with different thinning parameters
• Random coefficient bivariate \(\mathrm{INAR}(1)\) process
• Bivariate first-order random coefficient integer-valued autoregressive processes
• Diagnostic checks for integer-valued autoregressive models using expected residuals
• Estimation in a bivariate integer-valued autoregressive process

zbMATH Keywords

residual analysispredictive distributionbinomial thinningbivariate INAR(1) modelnegative binomial thinninggeometric marginal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (3)

• Diagnostic checks for integer-valued autoregressive models using expected residuals
• A bivariate INAR(1) model with different thinning parameters
• A negative binomial thinning‐based bivariate INAR(1) process

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