On the theory of periodic multivariate INAR processes

Author:

Santos CláudiaORCID,Pereira IsabelORCID,Scotto Manuel G.ORCID

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference55 articles.

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2. Billingsley P (1961) Statistical inference for Markov processes. Statistical research monographs. University of Chicago Press, Chicago

3. Boudreault M, Charpentier A (2011) Multivariate integer-valued autoregressive models applied to earthquake counts. arXiv:1112.0929v1 [stat.AP]

4. Bulla J, Chesneau C, Kachour M (2017) A bivariate first-order signed integer-valued autoregressive process. Commun Stat Theory Methods 46:6590–6604

5. Davis RA, Yau CY (2011) Comments on pairwise likelihood in time series models. Stat Sin 21:255–277

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