Inference for bivariate integer-valued moving average models based on binomial thinning operation

Time series of (small) counts are common in practice and appear in a wide variety of fields. In the last three decades, several mod-els that explicitly account for the discreteness of the data have been proposed in the literature. However, for multivariate time series of counts several difficulties...

ver descrição completa

Detalhes bibliográficos
Autor principal: Silva, Isabel (author)
Outros Autores: Eduarda Silva, Maria (author), Torres, Cristina (author)
Formato: article
Idioma:eng
Publicado em: 2021
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/18428
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/18428