Multivariate Count Time Series Modelling

نویسندگان

چکیده

Autoregressive models are reviewed for the analysis of multivariate count time series. A particular topic interest which is discussed in detail that choice a suitable distribution vectors random variables. The focus on three main approaches taken series analysis: (a) integer autoregressive processes, (b) parameter-driven and (c) observation-driven models. aim to highlight some recent methodological developments propose potentially useful research topics.

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ژورنال

عنوان ژورنال: Econometrics and Statistics

سال: 2021

ISSN: ['2452-3062', '2468-0389']

DOI: https://doi.org/10.1016/j.ecosta.2021.11.006