Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models

DOI10.1080/03610918.2019.1599015zbMath1497.62243OpenAlexW2936327728MaRDI QIDQ5082661

Magda Monteiro, Isabel M. S. Pereira, Manuel G. Scotto

Publication date: 21 June 2022

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

Full work available at URL: http://hdl.handle.net/10773/30309

zbMATH Keywords

dynamic factor modelsthinning operationsimulation-based estimation methodsbivariate count processesINAR processes

Mathematics Subject Classification ID

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

Uses Software

• R
• pomp

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