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

Pascal Bondon (1) , Paulo Prezotti (2) , Valderio Reisen (3) , Marton Ispany (4) , Faradiba Sarquis Serpa

1 L2S - Laboratoire des signaux et systèmes
2 IFES - Federal Institute of Education, Science and Technology of Espírito Santo
3 UFES - Departamento de Estatística
4 University of Debrecen [Hungary]

Domaines: Théorie [stat.TH]

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⟩