A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
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Publication:6167979
DOI10.1111/anzs.12285zbMath1521.62140OpenAlexW3021757674MaRDI QIDQ6167979
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Publication date: 8 August 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12285
estimationsimulationnon-stationaritybivariate integer-valued autoregressivegeneralised quasi-likelihood
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)
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Cites Work
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