On the theory of periodic multivariate INAR processes
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Publication:5970746
DOI10.1007/s00362-019-01136-5zbMath1477.62252MaRDI QIDQ5970746
Manuel G. Scotto, Isabel M. S. Pereira, Cláudia Santos
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (5)
On some periodic INARMA(p,q) models ⋮ The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 ⋮ Seasonal count time series ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution
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