On Some Non-stationary Bivariate INAR(p) Models with Applications to Intra-day Stock Transaction Series
Crossref DOI link: https://doi.org/10.1007/s41096-024-00177-w
Published Online: 2024-02-25
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sunecher, Y.
Mamode Khan, N.
Bakouch, Hassan S.
Jowaheer, V.
Text and Data Mining valid from 2024-02-25
Version of Record valid from 2024-02-25
Article History
Accepted: 23 January 2024
First Online: 25 February 2024
Declarations
:
: The authors declare no conflicts of interest.