A Periodic Bivariate Integer-Valued Autoregressive Model: International Conference and Advanced School Planet Earth, DGS II, Portugal, August 28–September 6, 2013
In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. St...
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| Other Authors: | , |
| Format: | bookPart |
| Language: | eng |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/15046 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/15046 |
| Summary: | In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. Statist. Model. 11, 325– 349]. Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed. Moreover, parameter estimation and forecasting are also addressed. |
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