Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (Q6177011)
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scientific article; zbMATH DE number 7732390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression |
scientific article; zbMATH DE number 7732390 |
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Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression (English)
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29 August 2023
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count data time series
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multivariate INAR(1) regression models
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multivariate mixed Poisson-generalized inverse Gaussian
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correlated time series
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maximum likelihood estimation
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