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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Bibliographic Details
Main Author: Pereira, Isabel (author)
Other Authors: Silva, Nélia (author)
Format: bookPart
Language:eng
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10773/24144
Country:Portugal
Oai:oai:ria.ua.pt:10773/24144