A bivariate INAR(1) model with different thinning parameters

DOI10.1007/s00362-015-0667-1zbMath1343.62072OpenAlexW2093243930MaRDI QIDQ284209

Predrag M. Popović

Publication date: 17 May 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0667-1

zbMATH Keywords

generalized method of momentsbinomial thinningbivariate INAR(1) modelgeometric marginals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Modeling time series of counts with a new class of INAR(1) model ⋮ Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ On the theory of periodic multivariate INAR processes ⋮ Flexible bivariate Poisson integer-valued GARCH model

Uses Software

• itsmr

Cites Work

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