A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
DOI10.1111/ANZS.12285zbMATH Open1521.62140OpenAlexW3021757674MaRDI QIDQ6167979FDOQ6167979
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Publication date: 8 August 2023
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12285
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Cited In (5)
- On composite likelihood estimation of a multivariate INAR(1) model
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
- A bivariate INAR(1) process with application
- On periodic integer-valued moving average (INMA (q)) models
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