This paper introduces new classes of bivariate time series models being useful to fit count data time series with a finite range of counts. Motivation comes mainly from the comparison of schemes for monitoring tourism demand, stock data, production and environmental processes. All models are...

This paper considers model selection, estimation and forecasting for a class of integer autoregressive models suitable for use when analysing time series count data. Any number of lags may be entertained, and estimation may be performed by likelihood methods. Model selection is enhanced by the...

Many papers have been written on count valued ARMA models, since they were introduced by Al-Osh and Alzaid [1987. J. Time Ser. Anal. 8, 261-275] and McKenzie [1988. Adv. Appl. Probab. 20, 822-835]. However surprisingly little has been written about estimation of these models and even less about...