A model for count time series with periodic two orders autoregressive structure

Pascal Bondon; Paulo Prezotti; Valderio Reisen; Marton Ispany; Faradiba Sarquis Serpa

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A model for count time series with periodic two orders autoregressive structure

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Pascal Bondon

Function : Author
PersonId : 21526
IdHAL : pascal-bondon
ORCID : 0000-0002-5158-7337

Laboratoire des signaux et systèmes

CV

Paulo Prezotti

Function : Author

Federal Institute of Education, Science and Technology of Espírito Santo

Valderio Reisen

Function : Author
PersonId : 845039

Departamento de Estatística

Marton Ispany

Function : Author

University of Debrecen [Hungary]

Faradiba Sarquis Serpa

Function : Author

Domains

Statistics Theory [stat.TH]

Pascal Bondon : Connect in order to contact the contributor

https://hal-centralesupelec.archives-ouvertes.fr/hal-02003709

Submitted on : Friday, February 1, 2019-1:19:58 PM

Last modification on : Friday, March 24, 2023-2:53:09 PM

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hal-02003709 , version 1 (01-02-2019)

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Pascal Bondon, Paulo Prezotti, Valderio Reisen, Marton Ispany, Faradiba Sarquis Serpa. A model for count time series with periodic two orders autoregressive structure. 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy. ⟨hal-02003709⟩

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A model for count time series with periodic two orders autoregressive structure

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