A bivariate INAR(1) process with application
From MaRDI portal
Publication:5194717
DOI10.1177/1471082X1001100403zbMath1420.62393MaRDI QIDQ5194717
Dimitris Karlis, Xanthi Pedeli
Publication date: 17 September 2019
Published in: Statistical Modelling (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)
Related Items (57)
Some properties of multivariate INAR(1) processes ⋮ A new bivariate integer-valued GARCH model allowing for negative cross-correlation ⋮ Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case ⋮ On periodic integer-valued moving average (INMA (q)) models ⋮ A bivariate INAR(1) model with different thinning parameters ⋮ Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion ⋮ On some periodic INARMA(p,q) models ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ Sequential Bayesian analysis of multivariate count data ⋮ Computing with bivariate COM-Poisson model under different copulas ⋮ Bivariate binomial autoregressive models ⋮ Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ A geometric bivariate time series with different marginal parameters ⋮ Monitoring a bivariate INAR(1) process with application to Hepatitis A ⋮ Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models ⋮ Dynamic model averaging adapted to dynamic regression models for time series of counts ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ 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 ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Monitoring parameter change for bivariate time series models of counts ⋮ A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series ⋮ The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations ⋮ Flexible bivariate INGARCH process with a broad range of contemporaneous correlation ⋮ Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test ⋮ On the maximum of a bivariate INMA model with integer innovations ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Locally asymptotically efficient estimation for parametric PINAR(p) models ⋮ A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties ⋮ On a periodic negative binomial SETINAR model ⋮ On a periodic SETINAR model ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ Asymptotic normality and parameter change test for bivariate Poisson INGARCH models ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ On the theory of periodic multivariate INAR processes ⋮ Integer-valued moving average models with structural changes ⋮ Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ ⋮ Modelling with dispersed bivariate moving average processes ⋮ Hierarchical Markov-switching models for multivariate integer-valued time-series ⋮ A BINAR(1) time-series model with cross-correlated COM–Poisson innovations ⋮ Testing Linearity for Network Autoregressive Models ⋮ Bidimensional discrete-time risk models based on bivariate claim count time series ⋮ Flexible bivariate Poisson integer-valued GARCH model ⋮ Testing discrete-valued time series for whiteness ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Modelling a non-stationary BINAR(1) Poisson process ⋮ On the evaluation of risk models with bivariate integer-valued time series ⋮ Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes ⋮ Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application ⋮ Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations ⋮ A copula-based bivariate integer-valued autoregressive process with application ⋮ Modeling and inference for multivariate time series of counts based on the INGARCH scheme ⋮ Inference for bivariate integer-valued moving average models based on binomial thinning operation ⋮ Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts ⋮ Testing independence between discrete random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite normal mixture copulas for multivariate discrete data modeling
- Discrete analogues of self-decomposability and stability
- Finite mixtures of multivariate Poisson distributions with application
- Tests for independence in a bivariate negative binomial model
- Bivariate Time Series Modeling of Financial Count Data
- The Multivariate Ginar(p) Process
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Flexible Bivariate INAR(1) Processes Using Copulas
- Binomial thinning models for integer time series
This page was built for publication: A bivariate INAR(1) process with application