in this paper, the use of weighted pairwise likelihood instead of the full likelihood in estimating the parameters of the multivariate ar(1) is investigated. a closed formula for typical elements of the godambe information(sandwich information) is presented. some efficiency calculations are also given to discuss the feasibility andcomputational advantages of the weighted pairwise likelihood app...

abstract profile monitoring in statistical quality control has attracted attention of many researchers recently. a profile is a function between response variables and one or more independent variables. there have been only a limited number of researches on monitoring multivariate profiles. indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical process...

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 methodolog...