A bivariate \(INAR(1)\) time series model with geometric marginals
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Publication:427649
DOI10.1016/J.AML.2011.09.040zbMath1239.62109OpenAlexW2016838526MaRDI QIDQ427649
Publication date: 14 June 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2011.09.040
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- On some integer-valued autoregressive moving average models
- Thinning operations for modeling time series of counts -- a survey
- Bivariate Time Series Modeling of Financial Count Data
- The Multivariate Ginar(p) Process
- A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1))
- Flexible Bivariate INAR(1) Processes Using Copulas
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