Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
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Publication:4607337
DOI10.1080/03610918.2016.1212068zbMath1384.65016OpenAlexW2514619205MaRDI QIDQ4607337
Naushad Mamode Khan, Yuvraj Sunecher, Vandna Jowaheer
Publication date: 13 March 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1212068
numerical exampletime seriesmaximum likelihoodleast squaresregressionmethod of momentsquasi-likelihoodmoving averagebivariate
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Cites Work
- Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
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- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION
- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model
- Modelling a non-stationary BINAR(1) Poisson process
- On generating multivariate Poisson data in management science applications
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