Flexible Bivariate INAR(1) Processes Using Copulas
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Publication:4921634
DOI10.1080/03610926.2012.754466zbMath1347.62194OpenAlexW2025921222MaRDI QIDQ4921634
Xanthi Pedeli, Dimitris Karlis
Publication date: 13 May 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.754466
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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