Some properties of multivariate INAR(1) processes

DOI10.1016/j.csda.2013.05.019zbMath1471.62158OpenAlexW2025585962MaRDI QIDQ1615111

Dimitris Karlis, Xanthi Pedeli

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.05.019

zbMATH Keywords

autocorrelationbivariate Hermitebivariate Poissonfull BINAR(1)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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