Bivariate Integer-Valued Time Series Models

This book proposes some novel models based on the autoregressive and moving average structures under various distributional assumptions of the innovation series for analysing non-stationary bivariate time series of counts. Time series of count responses are recorded for different correlated variables which may be marginally dispersed relative to their means, may exhibit different levels of dispersion and may be commonly influenced by one or more dynamic explanatory variables. Analysis of such ty