Flexible Bivariate INAR(1) Processes Using Copulas

59 citations recorded by the source corpus.

How researchers see this paper

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

Count Time Series: A Methodological Review (2021, methodology): “For the bivariate case, Karlis and Pedeli (2013) assume INAR(1) dynamics for the univariate components and use a bivariate copula to induce dependence between Poisson-distributed E1,t and E2,t .”