Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series

DOI10.1080/03610918.2016.1212068MaRDI QIDQ4607337zbMATH OpenOpenAlexFDO

Authors Yuvraj Sunecher, Naushad Mamode Khan, Vandna Jowaheer

Publication date 13 March 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1212068

zbMATH Keywords

maximum likelihoodregressiontime seriesleast squaresmethod of momentsquasi-likelihoodbivariatenumerical examplemoving average

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Generalized linear models (logistic models) (62J12)

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Cites work

• An overview on regression models for discrete longitudinal responses
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Bivariate Time Series Modeling of Financial Count Data
• Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
• Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
• Modelling a non-stationary BINAR(1) Poisson process
• On generating multivariate Poisson data in management science applications
• REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data

Cited in

(14)

• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
• Modelling with dispersed bivariate moving average processes
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
• A review of INMA integer-valued model class, application and further development
• Computing with bivariate COM-Poisson model under different copulas
• Inference for bivariate integer-valued moving average models based on binomial thinning operation
• Space-time Integer-valued ARMA modelling for time series of counts
• A GQL-based inference in non-stationary BINMA(1) time series
• BINMA(1) model with COM-Poisson innovations: Estimation and application
• BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• Analyzing the full BINMA time series process using a robust GQL approach

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