Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models-Reference-Cited by-同舟云学术

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Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models

Published:2019-04-16 Issue:7 Volume:50 Page:1873-1887
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Monteiro Magda¹²,Pereira Isabel³²,Scotto Manuel G.⁴

Affiliation:

1. ESTGA - Águeda School of Technology and Management, University of Aveiro, Águeda, Portugal

2. CIDMA - Center for Research & Development in Mathematics and Applications, University of Aveiro, Aveiro, Portugal

3. DMat - Mathematics Department, University of Aveiro, Aveiro, Portugal

4. Departamento de Matemática and CEMAT, IST Universidade de Lisboa, Lisboa, Portugal

Funder

FCT– Fundação para a Ciência e a Tecnologia

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1599015

Reference45 articles.

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

2. Some autoregressive moving average processes with generalized Poisson marginal distributions

3. Particle Markov chain Monte Carlo methods

4. Bracher, J., and L. Held. 2017. Periodically stationary multivariate autoregressive models. Cornell University.

5. On idiosyncratic stochasticity of financial leverage effects

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator;Communications in Statistics - Simulation and Computation;2024-06-14

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