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- W2326796620 abstract "This paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the periodically stationary, both in the first and second orders, are established. The closed-forms of the mean and the second moment are obtained. The closed-form of the periodic autocovariance function is established. The Yule–Walker estimations of the underlying parameters are obtained. A simulation study is provided." @default.
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- W2326796620 date "2016-02-29" @default.
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- W2326796620 title "Periodic integer-valued bilinear time series model" @default.
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- W2326796620 doi "https://doi.org/10.1080/03610926.2015.1014107" @default.
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