Statistical modelling of counts with a simple integer-valued bilinear process

The aim of this work is the statistical modelling of counts assuming low values and exhibiting sudden and large bursts that occur randomly in time. It is well known that bilinear processes capture these kind of phenomena. In this work the integer-valued bilinear INBL(1,0,1,1) model is discussed and...

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Detalhes bibliográficos
Autor principal: Pereira, Isabel (author)
Outros Autores: Silva, Nélia (author)
Formato: bookPart
Idioma:eng
Publicado em: 2019
Assuntos:
Texto completo:http://hdl.handle.net/10773/24144
País:Portugal
Oai:oai:ria.ua.pt:10773/24144