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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Bibliographic Details
Main Author: Monteiro, Magda (author)
Other Authors: Pereira, Isabel (author), Scotto, Manuel G. (author)
Format: bookPart
Language:eng
Published: 2016
Subjects:
periodic bivariate time series
count data
bivariate negative binomial
bivariate Poisson
Online Access:http://hdl.handle.net/10773/15046
Country:Portugal
Oai:oai:ria.ua.pt:10773/15046

Internet

http://hdl.handle.net/10773/15046

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