Bivariate Integer-Valued Time Series Models

Bivariate Integer-Valued Time Series Models

Bivariate Models

Jowaheer, Vandna; Naushad, Mamode Khan; Yuvraj, Sunecher

Taylor & Francis Ltd

03/2025

216

Dura

9781032987675

Pré-lançamento - envio 15 a 20 dias após a sua edição

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1. Introduction. 2. Constrained BINAR(1) Model with Correlated Poisson Innovations. 3. Constrained BINMA(1) Model with Correlated Poisson Innovations. 4. Unconstrained BINAR(1) Model with Poisson Innovations. 5. Unconstrained BINMA(1) Model with Poisson Innovations. 6. Constrained BINAR(1) Model with Correlated NB Innovations. 7. Constrained BINMA(1) Model with Correlated NB Innovations. 8. Unconstrained BINAR(1) Model with NB Innovations. 9. Unconstrained BINMA(1) Model with NB Innovations. 10. Constrained BINAR(1) Model with Correlated COM-Poisson Innovations. 11. Constrained BINMA(1) Model with Correlated COM-Poisson Innovations. 12. Unconstrained BINAR(1) Model with COM-Poisson Innovations. 13. Unconstrained BINMA(1) Model with COM-Poisson Innovations. 14. Conclusion and Future Directions.
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Bivariate integer-valued;Time series models;Non-stationary time series;Poisson Innovations;Negative Binomial Innovations;COM-Poisson innovations;Bivariate integer-valued autoregressive (BINAR(1));First-order bivariate integer-valued moving average (BINMA(1));Poisson, Negative Binomial (NB);Conway-Maxwell-Poisson (COM-Poisson);Generalized Quasi-Likelihood (GQL)