References
- Al-Osh M, Alzaid A. First-order integer-valued autoregressive (INAR(1)) process. J Time Ser Anal. 1987;8:261–275. doi: 10.1111/j.1467-9892.1987.tb00438.x
- Brännäs K. Explanatory variables in the AR(1) count data model. 1995. (Umeå Economic Studies; 381).
- Ding X, Wang D. Empirical likelihood inference for INAR(1) model with explanatory variables. J Korean Stat Soc. 2016;45(4):623–632. doi: 10.1016/j.jkss.2016.05.004
- Enciso-Mora V, Neal P, Rao TS. Integer valued AR processes with explanatory variables. Sankhyā: Indian J Stat Ser B. 2009;71(2):248–263.
- Monteiro M, Scotto MG, Pereira I. Integer-valued autoregressive processes with periodic structure. J Stat Plan Inference. 2010;140(6):1529–1541. doi: 10.1016/j.jspi.2009.12.015
- Bourguignon M, Vasconcellos KL, Reisen VA, Ispány M. A Poisson INAR(1) process with a seasonal structure. J Stat Comput Simul. 2016;86(2):373–387. doi: 10.1080/00949655.2015.1015127
- Hurd H, Miamee A. Periodically correlated random sequences: spectral theory and practice. London: Wiley; 2007.
- Latour A. The multivariate GINAR(p) process. Adv Appl Probab. 1997;29(1):228–248. doi: 10.2307/1427868
- Buteikis A, Leipus R. A copula-based bivariate integer-valued autoregressive process with application. Mod Stoch Theory Appl. 2019;6(2):227–249. doi: 10.15559/19-VMSTA130
- Karlis D, Pedeli X. Flexible bivariate INAR(1) processes using copulas. Comm Statist Theory Methods. 2013;42:723–740. doi: 10.1080/03610926.2012.754466
- Lütkepohl H. New introduction to multiple time series analysis. London: Springer; 2007.
- Sklar M. Fonctions de répartition á n dimensions et leurs marges. Publications de L'Institut de Statistique de L'Université de Paris. 1959;8:229–231.
- Nelsen R. An introduction to copulas. 2nd ed. London: Springer; 2006.
- Joe H. Dependence modeling with copulas. Vol. 134. Boca Raton (FL): Chapman & Hall, CRC; 2015.
- Genest C, Nešlehová J. A primer on copulas for count data. Astin Bull. 2007;37(2):475–515. doi: 10.2143/AST.37.2.2024077
- Nikoloulopoulos AK, Karlis D. Modeling multivariate count data using copulas. Comm Statis Simul Comput. 2009;39(1):172–187. doi: 10.1080/03610910903391262
- Franke J, Seligmann T. Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts. London: Chapman & Hall; 1993. (Subba Rao T, editor. Developments in Time Series Analysis). p. 310–330.
- Joe H. Asymptotic efficiency of the two-stage estimation method for copula-based models. J Multivar Anal. 2005;94(2):401–419. doi: 10.1016/j.jmva.2004.06.003
- Panagiotelis A, Czado C, Joe H. Pair copula constructions for multivariate discrete data. J Am Stat Assoc. 2012;107(499):1063–1072. doi: 10.1080/01621459.2012.682850
- Gladyshev EG. Periodically correlated random sequences. Sov Math Dokl. 1961;2:385–388.