A copula-based bivariate integer-valued autoregressive process with application
A bivariate integer-valued autoregressive process of order 1 (BINAR(1)) with copula-joint innovations is studied. Different parameter estimation methods are analyzed and compared via Monte Carlo simulations with emphasis on estimation of the copula dependence parameter. An empirical application on d...
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| Hoofdauteurs: | , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
VTeX
2019-03-01
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| Reeks: | Modern Stochastics: Theory and Applications |
| Onderwerpen: | |
| Online toegang: | https://www.vmsta.org/doi/10.15559/19-VMSTA130 |
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