A bivariate first-order signed integer-valued autoregressive process
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Publication:5349184
DOI10.1080/03610926.2015.1132322zbMath1369.62220OpenAlexW2238732345MaRDI QIDQ5349184
Christophe Chesneau, Maher Kachour, Jan Bulla
Publication date: 23 August 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1132322
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (8)
Unnamed Item ⋮ Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ On the theory of periodic multivariate INAR processes ⋮ Hierarchical Markov-switching models for multivariate integer-valued time-series ⋮ On some distributions arising from a generalized trivariate reduction scheme ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Bivariate distributions on \(Z^2\)
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