A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
Author:
Affiliation:
1. Department of Accounting and Finance, University of Technology, Reduit, Mauritius
2. Department of Economics and Statistics, University of Mauritius, Reduit, Mauritius
3. Department of Mathematics, University of Mauritius, Reduit, Mauritius
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2017.1296152
Reference24 articles.
1. Modelling a non-stationary BINAR(1) Poisson process
2. Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
3. A bivariate INAR(1) process with application
4. Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
5. Marshall A, Olkin I. Multivariate distribution generated from mixtures of convolution and product families. In: Block, Sampson Y Sanits, editors. Topics in statistical dependence. Stanford (CA): Institute of Mathematical Statistics; 1990.
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