Multivariate count autoregression

Fokianos, K; Stove, B; Tjostheim, D; Doukhan, P

Stove, B (corresponding author), Univ Bergen, Dept Math, Postbox 7802, N-5020 Bergen, Norway.

BERNOULLI, 2020; 26 (1): 471

Abstract

We are studying linear and log-linear models for multivariate count time series data with Poisson marginals. For studying the properties of such proce......

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