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A Periodic Bivariate Integer-Valued Autoregressive Model

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Dynamics, Games and Science

Part of the book series: CIM Series in Mathematical Sciences ((CIMSMS,volume 1))

Abstract

In this paper, a bivariate integer-valued autoregressive model with periodic structure is introduced and studied in some detail. The model can be view as a generalization of the one considered in Pedeli and Karlis (Stat. Model. 11:325–349, 2011). Emphasis is placed on models with periodic bivariate Poisson innovations. Basic probabilistic and statistical properties of the model are discussed as well as parameter estimation and forecasting. The proposed model is applied to a bivariate data series concerning the monthly number of fires in neighbor counties, Aveiro and Coimbra, in Portugal.

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Acknowledgements

This work was supported by Portuguese funds through the CIDMA—Center for Research and Development in Mathematics and Applications, and the Portuguese Foundation for Science and Technology (“FCT Fundação para a Ciência e a Tecnologia”), within project PEst-OE/MAT/UI4106/2014.

Author information

Authors and Affiliations

  1. Escola Superior de Tecnologia e Gestão de Águeda and CIDMA, Universidade de Aveiro, Aveiro, Portugal

    Magda Monteiro

  2. Departamento de Matemática and CIDMA, Universidade de Aveiro, Aveiro, Portugal

    Manuel G. Scotto & Isabel Pereira

Authors
  1. Magda Monteiro
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  2. Manuel G. Scotto
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  3. Isabel Pereira
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Corresponding author

Correspondence to Magda Monteiro .

Editor information

Editors and Affiliations

  1. IHES Le Bois-Marie, Bures-sur-Yvette, France

    Jean-Pierre Bourguignon

  2. Department of Mathematics, ETH Zürich; Seminar für Angewandte Mathematik, Zürich, Switzerland

    Rolf Jeltsch

  3. Department of Mathematics, University of Porto; Faculty of Sciences, Porto, Portugal

    Alberto Adrego Pinto

  4. Instituto de Matemática Pura e Aplicada, IMPA, Rio de Janeiro, Rio de Janeiro, Brazil

    Marcelo Viana

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Monteiro, M., Scotto, M.G., Pereira, I. (2015). A Periodic Bivariate Integer-Valued Autoregressive Model. In: Bourguignon, JP., Jeltsch, R., Pinto, A., Viana, M. (eds) Dynamics, Games and Science. CIM Series in Mathematical Sciences, vol 1. Springer, Cham. https://doi.org/10.1007/978-3-319-16118-1_24

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