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 Division Signaux - L2S
L2S - Laboratoire des signaux et systèmes : 1289
2 IFES - Federal Institute of Education, Science and Technology of Espírito Santo
3 UFES - Departamento de Estatística
4 University of Debrecen [Hungary]
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 : Friday, December 20, 2019 - 11:48:06 AM

Identifiers

  • HAL Id : hal-02003709, version 1

Collections

CENTRALESUPELEC | CNRS | SUP_LSS | L2S | UNIV-PARIS-SACLAY | 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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

58

Contact

Informations

CCSD