Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series-Reference-Cited by-同舟云学术

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Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series

Published:2017-04-19 Issue:9 Volume:46 Page:6803-6827
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Sunecher Yuvraj¹,Khan Naushad Mamode²,Jowaheer Vandna³

Affiliation:

1. Department of Accounting and Finance, University of Technology, Mauritius, La Tour Koenig, 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

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2016.1212068

Reference17 articles.

1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

2. Integer-valued moving average modelling of the number of transactions in stocks

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