Wang, Huiqiao; Weiß, Christian H.; Zhang, Mingming - In: AStA Advances in Statistical Analysis 109 (2024) 2, pp. 241-279
A common choice for the marginal distribution of a bivariate count time series is the bivariate Poisson distribution. In practice, however, when the count data exhibit zero inflation, overdispersion or non-stationarity features, such that a marginal bivariate Poisson distribution is not...