Modelling a non-stationary BINAR(1) Poisson process
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Publication:5221518
DOI10.1080/00949655.2016.1150482OpenAlexW2340269549MaRDI QIDQ5221518FDOQ5221518
Authors: Naushad Mamode Khan, Yuvraj Sunecher, Vandna Jowaheer 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1150482
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Cited In (16)
- Modelling with dispersed bivariate moving average processes
- 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
- Computing with bivariate COM-Poisson model under different copulas
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate 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 GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
- Nonhomogeneous poisson processes as overhaul models
- Generalized random environment INAR models of higher order
- 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
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
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