Bivariate integer-valued time series models: bivariate models

Auteur :
Yuvraj, Sunecher / Naushad, Mamode Khan / Jowaheer, Vandna
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032987675
Date de publication :
12 mars 2025
Dimensions :
23,4 x 15,6 cm
Poids :
590 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book proposes some novel models based on the autoregressive and moving average structures under various distributional assumptions of the innovation series for analysing non-stationary bivariate time series of counts. A useful resource for scholars, researchers and academics in the field of time series models.