Bivariate binomial autoregressive models

DOI10.1016/j.jmva.2013.12.014zbMath1283.62188OpenAlexW2168015631MaRDI QIDQ2637613

Maria Eduarda Silva, Christian H. Weiß, Manuel G. Scotto, Isabel M. S. Pereira

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.12.014

zbMATH Keywords

INGARCH modelINAR(1) modelbivariate binomial distributionthinning operationbinomial AR(1) model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (21)

On periodic integer-valued moving average (INMA (q)) models ⋮ Self-exciting threshold binomial autoregressive processes ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Regularized estimation in GINAR(\(p\)) process ⋮ Count Time Series: A Methodological Review ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ Flexible bivariate INGARCH process with a broad range of contemporaneous correlation ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ On the theory of periodic multivariate INAR processes ⋮ A BINAR(1) time-series model with cross-correlated COM–Poisson innovations ⋮ Bivariate integer-autoregressive process with an application to mutual fund flows ⋮ Two classes of dynamic binomial integer-valued ARCH models ⋮ A multinomial autoregressive model for finite-range time series of counts ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes ⋮ Inference for bivariate integer-valued moving average models based on binomial thinning operation

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