Flexible bivariate INGARCH process with a broad range of contemporaneous correlation

DOI10.1111/jtsa.12663arXiv2011.08799OpenAlexW3099979995MaRDI QIDQ6135340

Hernando Ombao, Wagner Barreto-Souza, Luiza Sette C. Piancastelli

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.08799

zbMATH Keywords

asymptoticsergodicitycross-correlationstability theorymultivariate count time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes (62Mxx)

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