EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
DOI10.1007/s13385-023-00351-7zbMath1537.91242MaRDI QIDQ6550186
Zezhun Chen, Angelos Dassios, G. Tzougas
Publication date: 4 June 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
overdispersionGaussian copulacount data time seriesbinomial-mixed Poisson INAR(1) regression models with correlated random effectscorrelations of different signs and magnitude
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)
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