A copula-based bivariate integer-valued autoregressive process with application
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Publisher
VTeX
Subject
Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference21 articles.
1. First-order integer-valued autoregressive (INAR(1)) process;J. Time Ser. Anal.,1987
2. Innovational outliers in INAR(1) models;Commun. Stat., Theory Methods,2010
3. Checking for asymmetric default dependence in a credit card portfolio: A copula approach;J. Empir. Finance,2011
Cited by 4 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. Flexible binomial AR(1) processes using copulas;Journal of Statistical Planning and Inference;2022-07
2. On the evaluation of risk models with bivariate integer-valued time series;Lithuanian Mathematical Journal;2021-10
3. Multivariate INAR(1) Regression Models Based on the Sarmanov Distribution;Mathematics;2021-03-01
4. An integer-valued autoregressive process for seasonality;Journal of Statistical Computation and Simulation;2019-11-10
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