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

Document type :
Conference papers
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 : Monday, February 4, 2019 - 8:47:44 AM

Identifiers

  • HAL Id : hal-02003709, version 1

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⟩

Share

Metrics

Record views

43