1 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
Partial autocorrelation parameterisation of models with unit roots on the unit circle
Jamie Halliday, Georgi N. Boshnakov
We propose a parametrization of autoregressive unit roots ARMA models (ARUMA) with partial autocorrelation coefficients to specify the autoregressive and integrated part of the mod…
stat.ME2018★ 1 cited
PoARX Modelling for Multivariate Count Time Series
Jamie Halliday, Georgi N. Boshnakov
This paper introduces multivariate Poisson autoregressive models with exogenous covariates (PoARX) for modelling multivariate time series of counts. We obtain conditions for the Po…