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]
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Conference papers
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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

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  • HAL Id : hal-02003709, version 1

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CENTRALESUPELEC | SUP_LSS | L2S | UNIV-PARIS-SACLAY | SUP_SIGNAUX

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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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