On the theory of periodic multivariate INAR processes
In this paper a multivariate integer-valued autoregressive model of order one with periodic time-varying parameters, and driven by a periodic innovations sequence of independent random vectors is introduced and studied in detail. Emphasis is placed on models with periodic multivariate negative binom...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2021
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/31424 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/31424 |