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Bivariate binomial autoregressive models (Q2637613)

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Language	Label	Description	Also known as
English	Bivariate binomial autoregressive models	scientific article

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scholarly article

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Bivariate binomial autoregressive models (English)

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Christian H. Weiß

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Maria Eduarda Silva

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Manuel G. Scotto

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Isabel M. S. Pereira

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Journal of Multivariate Analysis

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publication date

13 February 2014

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zbMATH Keywords

bivariate binomial distribution

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binomial AR(1) model

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INAR(1) model

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INGARCH model

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thinning operation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2013.12.014

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An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process

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Treating missing values in INAR(1) models: An application to syndromic surveillance data

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A new bivariate binomial distribution.

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On the strong law of large numbers for a class of stochastic processes

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A new look at time series of counts

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Inference in binomial AR(1) models

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Integer-Valued GARCH Process

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Poisson Autoregression

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Nonlinear Poisson autoregression

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Useful models for time series of counts or simply wrong ones?

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Flexible Bivariate INAR(1) Processes Using Copulas

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The Multivariate Ginar(<i>p</i>) Process

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A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution

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A bivariate INAR(1) process with application

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On composite likelihood estimation of a multivariate INAR(1) model

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On Estimation of the Bivariate Poisson INAR Process

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Bivariate Time Series Modeling of Financial Count Data

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A bivariate \(INAR(1)\) time series model with geometric marginals

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Non-negative matrices and Markov chains. 2nd ed

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Discrete analogues of self-decomposability and stability

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Some recent theory for autoregressive count time series

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A New Class of Autoregressive Models for Time Series of Binomial Counts

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Modelling time series of counts with overdispersion

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Monitoring correlated processes with binomial marginals

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Binomial AR(1) processes: moments, cumulants, and estimation

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Chain Binomial Models and Binomial Autoregressive Processes

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BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

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Least-squares estimation for bifurcating autoregressive processes

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Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations

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Estimation and testing for a Poisson autoregressive model

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JMVA.2013.12.014

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Sitelinks

Mathematics(1 entry)

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