Integer-valued autoregressive processes with periodic structure

By Magda Monteiro, Manuel G. Scotto, Isabel Pereira. 2010

61 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6eca0a337539ba09dca13ff02641a72f89b0c31c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Konstantinos Fokianos
2. Sangyeol Lee
3. Fukang Zhu
4. Jiwon Kang

In Statistics and Probability

1. Konstantinos Fokianos
2. Sangyeol Lee
3. Fukang Zhu
4. Jiwon Kang
5. A. C. Davison
6. Miguel de Carvalho

Citations in the corpus

• Count Time Series Models (2012, methodology): “For instance, Andersson and Karlis (2010) consider methods for estimating the parameters of the first-order integer-valued autoregressive model in the presence of missing data and Monteiro et al. (2010) study the periodic integer-valued autoregressive model of order one.”