Modelling non-stationary multivariate time series of counts via common factors

2018 ◽  
Vol 80 (4) ◽  
pp. 769-791 ◽  
Author(s):  
Fangfang Wang ◽  
Haonan Wang
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Common Factors ◽  
Time Series Of Counts

Extreme Overdispersion and Persistence in Time-Series of Counts

2020 ◽  
Author(s):  
Leopoldo Catania ◽  
Eduardo Rossi ◽  
Paolo Santucci de Magistris
Keyword(s):  
Time Series ◽  
Time Series Of Counts

Common Factors in Conditional Distributions for Bivariate Time Series

2003 ◽  
Author(s):  
Clive W. J. Granger ◽  
Timo Teräsvirta ◽  
Andrew J. Patton
Keyword(s):  
Time Series ◽  
Common Factors ◽  
Conditional Distributions ◽  
Bivariate Time Series
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