On Estimation of the Bivariate Poisson INAR Process

DOI10.1080/03610918.2011.639001zbMath1347.62201OpenAlexW2084788618MaRDI QIDQ4921576

Xanthi Pedeli, Dimitris Karlis

Publication date: 13 May 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.639001

zbMATH Keywords

count databivariate Poisson distributiondiscrete valued time seriesBINAR model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Bivariate Time Series Modeling of Financial Count Data
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• The Multivariate Ginar(p) Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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