On bivariate threshold Poisson integer-valued autoregressive processes

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
A bivariate INAR(1) model with different thinning parameters
Bivariate zero truncated Poisson INAR(1) process
A geometric bivariate time series with different marginal parameters
A bivariate \(INAR(1)\) time series model with geometric marginals
Discrete analogues of self-decomposability and stability
Some properties of multivariate INAR(1) processes
Self-exciting threshold binomial autoregressive processes
Generalized Poisson autoregressive models for time series of counts
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
An integer-valued threshold autoregressive process based on negative binomial thinning
Thinning operations for modeling time series of counts -- a survey
On MCMC sampling in self-exciting integer-valued threshold time series models
Testing the dispersion structure of count time series using Pearson residuals
Self-excited hysteretic negative binomial autoregression
Bivariate integer-autoregressive process with an application to mutual fund flows
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
First-order random coefficients integer-valued threshold autoregressive processes
Bivariate first-order random coefficient integer-valued autoregressive processes
Bivariate binomial autoregressive models
On composite likelihood estimation of a multivariate INAR(1) model
Integer-Valued Self-Exciting Threshold Autoregressive Processes
A bivariate integer-valued long-memory model for high-frequency financial count data
Poisson Autoregression
Asymptotic Statistics
The Multivariate Ginar(p) Process
On Estimation of the Bivariate Poisson INAR Process
Flexible Bivariate INAR(1) Processes Using Copulas
Threshold autoregression analysis for finite-range time series of counts with an application on measles data
Self-Excited Threshold Poisson Autoregression
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
A bivariate INAR(1) process with application
Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
A negative binomial thinning‐based bivariate INAR(1) process

This page was built for publication: On bivariate threshold Poisson integer-valued autoregressive processes