An integer-valued autoregressive process for seasonality

DOI10.1080/00949655.2019.1685995OpenAlexW2988648079WikidataQ126814620 ScholiaQ126814620MaRDI QIDQ5107714

Andrius Buteikis, Remigijus Leipus

Publication date: 28 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1685995

zbMATH Keywords

copulaseasonalitycount dataPoisson distributionmultivariate INAR

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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