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Title: A Periodic Bivariate Integer-Valued Autoregressive Model: International Conference and Advanced School Planet Earth, DGS II, Portugal, August 28–September 6, 2013
Author: Monteiro, Magda
Pereira, Isabel
Scotto, Manuel G.
Keywords: periodic bivariate time series
count data
bivariate negative binomial
bivariate Poisson
Issue Date: 2015
Publisher: Springer
Abstract: In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. Statist. Model. 11, 325– 349]. Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed. Moreover, parameter estimation and forecasting are also addressed.
ISBN: 978-3-319-16117-4
Publisher Version: DOI 10.1007/978-3-319-16118-1_24
Appears in Collections:CIDMA - Capítulo de livro
ESTGA - Capítulo de livro
PSG - Capítulo de livro

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