Browsing Bergen Open Research Archive by Author "Fokianos, Konstantinos"
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Multivariate count autoregression
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag Bjarne; Doukhan, Paul (Journal article; Peer reviewed, 2020)We are studying linear and log-linear models for multivariate count time series data with Poisson marginals. For studying the properties of such processes we develop a novel conceptual framework which is based on copulas. ...