Flexible bivariate inar(1) processes using copulas

Communications in Statistics - Theory and Methods

Volumn 42, Issue 4, 2013, Pages 723-740

  Karlis, Dimitris ^a   Pedeli, Xanthi ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

BINAR; Count data; Frank copula; Negative correlation

Indexed keywords

BINAR; BIVARIATE; COUNT DATA; CROSS CORRELATIONS; FRANK COPULA; INTEGER-VALUED AUTOREGRESSIVE; JOINT DISTRIBUTIONS; MARGINAL DISTRIBUTION; MARGINALS; MULTI-DIMENSIONAL SPACE; NEGATIVE CORRELATION; POSITIVE CORRELATIONS; TIME-SERIES DATA;

STATISTICS;

MATHEMATICAL TECHNIQUES;

EID: 84872016570     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610926.2012.754466     Document Type: Conference Paper

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