Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/15046
Title: | A periodic bivariate integer-valued autoregressive model |
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. |
URI: | http://hdl.handle.net/10773/15046 |
DOI: | 10.1007/978-3-319-16118-1_24 |
ISBN: | 978-3-319-16117-4 |
Appears in Collections: | CIDMA - Capítulo de livro DMat - Capítulo de livro ESTGA - Capítulo de livro PSG - Capítulo de livro |
Files in This Item:
File | Description | Size | Format | |
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monteiromagdaetall.pdf | preprint | 352.62 kB | Adobe PDF | View/Open |
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