Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
DOI10.1080/03610918.2016.1212068zbMATH Open1384.65016OpenAlexW2514619205MaRDI QIDQ4607337FDOQ4607337
Naushad Mamode Khan, Yuvraj Sunecher, 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
maximum likelihoodregressiontime seriesleast squaresmethod of momentsquasi-likelihoodbivariatenumerical examplemoving average
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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- Modelling a non-stationary BINAR(1) Poisson process
Cited In (13)
- 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
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