Inference for bivariate integer-valued moving average models based on binomial thinning operation

DOI10.1080/02664763.2020.1747411OpenAlexW3014778053MaRDI QIDQ5861431

Cristina Torres, Isabel Silva, Maria Eduarda Silva

Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.22/18428

zbMATH Keywords

generalized method of momentsmoving averagetime series of countsbivariate discrete distributionsbivariate models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (3)

On the maximum of a bivariate INMA model with integer innovations ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Editorial to special issue V WCDANM 2018

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• A bivariate \(INAR(1)\) time series model with geometric marginals
• Serial dependence and regression of Poisson INARMA models
• Discrete analogues of self-decomposability and stability
• Integer-valued moving average models with structural changes
• Bidimensional discrete-time risk models based on bivariate claim count time series
• Parameter estimation and diagnostic tests for INMA(1) processes
• Modelling overdispersion with integer-valued moving average processes
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
• The combined Poisson INMA\((q)\) models for time series of counts
• Tests for independence in a bivariate negative binomial model
• Bivariate binomial autoregressive models
• Estimation in integer-valued moving average models
• Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology
• Bivariate Time Series Modeling of Financial Count Data
• Bivariate Negative Binomial Generalized Linear Models for Environmental Count Data
• A new look at time series of counts
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Integer-valued moving average (INMA) process
• Some ARMA models for dependent sequences of poisson counts
• The Multivariate Ginar(p) Process
• Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
• An Introduction to Discrete‐Valued Time Series
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Flexible Bivariate INAR(1) Processes Using Copulas
• Convolution-closed models for count time series with applications
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
• A bivariate INAR(1) process with application
• Modelling a non-stationary BINAR(1) Poisson process

This page was built for publication: Inference for bivariate integer-valued moving average models based on binomial thinning operation