Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application

DOI10.1007/s00180-018-0836-5zbMath1505.62271OpenAlexW2891822229WikidataQ129329741 ScholiaQ129329741MaRDI QIDQ2319494

N. Mamode Khan, Yuvraj Sunecher, Miroslav M. Ristić, Vandna Jowaheer, M. Heenaye-Mamode Khan

Publication date: 19 August 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0836-5

zbMATH Keywords

multivariate normalityGQLbinomial thinningover-dispersionBINAR(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)

Related Items (4)

Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test ⋮ A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties ⋮ On the theory of periodic multivariate INAR processes ⋮ A review of INMA integer-valued model class, application and further development

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