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Conference papers
A model for count time series with periodic two orders autoregressive structure
Pascal Bondon 1
Author IdHAL : pascal-bondon ORCID : https://orcid.org/0000-0002-5158-7337
Paulo Prezotti 2
Author Employer institution : Federal Institute of Education, Science and Technology of Espírito Santo
Valderio Reisen 3
Author
Marton Ispany 4
Author
Faradiba Sarquis Serpa
Author
1
L2S - Laboratoire des signaux et systèmes (Plateau de Moulon 3 rue Joliot Curie 91192 GIF SUR YVETTE CEDEX - France)
- UP11 - Université Paris-Sud - Paris 11 (Bâtiment 300 - 91405 Orsay cedex - France)
- CentraleSupélec (3, rue Joliot Curie, Plateau de Moulon, 91192 GIF-SUR-YVETTE Cedex - France)
- CNRS - Centre National de la Recherche Scientifique (France)
2
IFES - Federal Institute of Education, Science and Technology of Espírito Santo (Vitória St. 1729 Vitória Brazil - Brazil)
3
UFES - Departamento de Estatística (Universidade Federal do Espírito Santo Av. Fernando Ferrari Vitoria - Brazil)
- UFES - Universidade Federal do Espírito Santo (Av. Fernando Ferrari, 514 - Goiabeiras, Vitória - ES, 29075-910, Brésil - Brazil)
4
University of Debrecen [Hungary] (Debrecen, H-4012 - Hungary)
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Conference papers
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Complete list of metadatas
https://hal-centralesupelec.archives-ouvertes.fr/hal-02003709
Contributor : Pascal Bondon <>
Submitted on : Friday, February 1, 2019 - 1:19:58 PM
Last modification on : Wednesday, September 16, 2020 - 4:49:08 PM
Contributor : Pascal Bondon <>
Submitted on : Friday, February 1, 2019 - 1:19:58 PM
Last modification on : Wednesday, September 16, 2020 - 4:49:08 PM
Identifiers
- HAL Id : hal-02003709, version 1
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CENTRALESUPELEC | CNRS | SUP_LSS | L2S | SUP_SIGNAUX
Citation
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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