A bivariate first-order signed integer-valued autoregressive process
نویسندگان
چکیده
منابع مشابه
A parametric study for the first-order signed integer-valued autoregressive process
In recent years, many attempts have been made to find accurate models for integer-valued times series. The SINAR (for Signed INteger-valued AutoRegressive) process is one of the most interesting. Indeed, the SINAR model allows negative values both for the series and its autocorrelation function. In this paper, we focus on the simplest SINAR(1) model under some parametric assumptions. Explicitly...
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