A periodic bivariate integer-valued autoregressive model

Detalhes bibliográficos
Autor(a) principal: Monteiro, Magda
Data de Publicação: 2015
Outros Autores: Pereira, Isabel, Scotto, Manuel G.
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/10773/15046
Resumo: In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. Statist. Model. 11, 325– 349]. Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed. Moreover, parameter estimation and forecasting are also addressed.
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spelling A periodic bivariate integer-valued autoregressive modelPeriodic bivariate time seriesCount dataBivariate negative binomialBivariate PoissonIn this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. Statist. Model. 11, 325– 349]. Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed. Moreover, parameter estimation and forecasting are also addressed.Springer2016-01-11T16:16:24Z2018-01-16T15:28:49Z2015-01-01T00:00:00Z2015book partinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/10773/15046eng978-3-319-16117-410.1007/978-3-319-16118-1_24Monteiro, MagdaPereira, IsabelScotto, Manuel G.info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-06T04:11:16Zoai:ria.ua.pt:10773/15046Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T14:00:12.351657Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv A periodic bivariate integer-valued autoregressive model
title A periodic bivariate integer-valued autoregressive model
spellingShingle A periodic bivariate integer-valued autoregressive model
Monteiro, Magda
Periodic bivariate time series
Count data
Bivariate negative binomial
Bivariate Poisson
title_short A periodic bivariate integer-valued autoregressive model
title_full A periodic bivariate integer-valued autoregressive model
title_fullStr A periodic bivariate integer-valued autoregressive model
title_full_unstemmed A periodic bivariate integer-valued autoregressive model
title_sort A periodic bivariate integer-valued autoregressive model
author Monteiro, Magda
author_facet Monteiro, Magda
Pereira, Isabel
Scotto, Manuel G.
author_role author
author2 Pereira, Isabel
Scotto, Manuel G.
author2_role author
author
dc.contributor.author.fl_str_mv Monteiro, Magda
Pereira, Isabel
Scotto, Manuel G.
dc.subject.por.fl_str_mv Periodic bivariate time series
Count data
Bivariate negative binomial
Bivariate Poisson
topic Periodic bivariate time series
Count data
Bivariate negative binomial
Bivariate Poisson
description In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (2011) [Pedeli, X., Karlis, D., 2011. A bivariate INAR(1) process with application. Statist. Model. 11, 325– 349]. Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed. Moreover, parameter estimation and forecasting are also addressed.
publishDate 2015
dc.date.none.fl_str_mv 2015-01-01T00:00:00Z
2015
2016-01-11T16:16:24Z
2018-01-16T15:28:49Z
dc.type.driver.fl_str_mv book part
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10773/15046
url http://hdl.handle.net/10773/15046
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 978-3-319-16117-4
10.1007/978-3-319-16118-1_24
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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