Bivariate zero truncated Poisson INAR(1) process

DOI10.1016/J.JKSS.2015.11.002zbMath1343.62065OpenAlexW2183892447MaRDI QIDQ287409

Yan Liu, De-Hui Wang, Hai-xiang Zhang, Ning-Zhong Shi

Publication date: 26 May 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.11.002

zbMATH Keywords

parameter estimationprobability generating functionstationaritybivariate INAR(1) processzero-truncated Poisson

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A multinomial autoregressive model for finite-range time series of counts ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes

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