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 models that explicitly account for the discreteness of the data have been proposed in the literature. However, for multivariate time series of counts several difficulties a...

ver descrição completa

Detalhes bibliográficos
Autor principal: Silva, Isabel (author)
Outros Autores: Silva, Maria Eduarda (author), Torres, Cristina (author)
Formato: article
Idioma:eng
Publicado em: 2021
Assuntos:
Texto completo:http://hdl.handle.net/10773/29228
País:Portugal
Oai:oai:ria.ua.pt:10773/29228