{"id":"https://openalex.org/W4365454154","doi":"https://doi.org/10.1080/03610918.2023.2199956","title":"A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations","display_name":"A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations","publication_year":2023,"publication_date":"2023-04-12","ids":{"openalex":"https://openalex.org/W4365454154","doi":"https://doi.org/10.1080/03610918.2023.2199956"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2023.2199956","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2023.2199956","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013659825","display_name":"Zahra Sajjadnia","orcid":"https://orcid.org/0000-0002-7372-1584"},"institutions":[{"id":"https://openalex.org/I166459259","display_name":"Shiraz University","ror":"https://ror.org/028qtbk54","country_code":"IR","type":"education","lineage":["https://openalex.org/I166459259"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Zahra Sajjadnia","raw_affiliation_strings":["Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran","institution_ids":["https://openalex.org/I166459259"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071614363","display_name":"Maryam Sharafi","orcid":"https://orcid.org/0000-0002-6426-9872"},"institutions":[{"id":"https://openalex.org/I166459259","display_name":"Shiraz University","ror":"https://ror.org/028qtbk54","country_code":"IR","type":"education","lineage":["https://openalex.org/I166459259"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Maryam Sharafi","raw_affiliation_strings":["Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran","institution_ids":["https://openalex.org/I166459259"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030077770","display_name":"Naushad Mamode Khan","orcid":null},"institutions":[{"id":"https://openalex.org/I69072986","display_name":"University of Mauritius","ror":"https://ror.org/05cyprz33","country_code":"MU","type":"education","lineage":["https://openalex.org/I69072986"]}],"countries":["MU"],"is_corresponding":false,"raw_author_name":"Naushad Mamode Khan","raw_affiliation_strings":["Departments of Economics and Statistics, University of Mauritius, Reduit, Mauritius"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departments of Economics and Statistics, University of Mauritius, Reduit, Mauritius","institution_ids":["https://openalex.org/I69072986"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076726222","display_name":"Ashwinee Devi Soobhug","orcid":"https://orcid.org/0000-0002-3960-8924"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ashwinee Devi Soobhug","raw_affiliation_strings":["Statistics Mauritius, Ministry of Finance, Economic Planning and Development, Mauritius"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Statistics Mauritius, Ministry of Finance, Economic Planning and Development, Mauritius","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5071614363"],"corresponding_institution_ids":["https://openalex.org/I166459259"],"apc_list":null,"apc_paid":null,"fwci":1.2923,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.79998002,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"53","issue":"12","first_page":"5797","last_page":"5815"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9366000294685364,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.8998383283615112},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.6672638654708862},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5516725778579712},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5504416823387146},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5256379842758179},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.48791882395744324},{"id":"https://openalex.org/keywords/bivariate-data","display_name":"Bivariate data","score":0.4601131081581116},{"id":"https://openalex.org/keywords/overdispersion","display_name":"Overdispersion","score":0.42505723237991333},{"id":"https://openalex.org/keywords/poisson-regression","display_name":"Poisson regression","score":0.4224136471748352},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.4207390546798706},{"id":"https://openalex.org/keywords/count-data","display_name":"Count data","score":0.4013672173023224},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3423883318901062},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3293418288230896}],"concepts":[{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.8998383283615112},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.6672638654708862},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5516725778579712},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5504416823387146},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5256379842758179},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.48791882395744324},{"id":"https://openalex.org/C148264743","wikidata":"https://www.wikidata.org/wiki/Q4919224","display_name":"Bivariate data","level":3,"score":0.4601131081581116},{"id":"https://openalex.org/C117236510","wikidata":"https://www.wikidata.org/wiki/Q7113620","display_name":"Overdispersion","level":4,"score":0.42505723237991333},{"id":"https://openalex.org/C73269764","wikidata":"https://www.wikidata.org/wiki/Q954529","display_name":"Poisson regression","level":3,"score":0.4224136471748352},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.4207390546798706},{"id":"https://openalex.org/C33643355","wikidata":"https://www.wikidata.org/wiki/Q5176731","display_name":"Count data","level":3,"score":0.4013672173023224},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3423883318901062},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3293418288230896},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2023.2199956","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2023.2199956","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1942784363","https://openalex.org/W1963902836","https://openalex.org/W1969887633","https://openalex.org/W1973624476","https://openalex.org/W1975874668","https://openalex.org/W1982191138","https://openalex.org/W1992821923","https://openalex.org/W2004600444","https://openalex.org/W2025585962","https://openalex.org/W2028108138","https://openalex.org/W2032051534","https://openalex.org/W2047031853","https://openalex.org/W2093243930","https://openalex.org/W2134501645","https://openalex.org/W2147545132","https://openalex.org/W2153552426","https://openalex.org/W2168015631","https://openalex.org/W2172241436","https://openalex.org/W2320192233","https://openalex.org/W2331668135","https://openalex.org/W2332099371","https://openalex.org/W2340269549","https://openalex.org/W2613184894","https://openalex.org/W2614942319","https://openalex.org/W2799494358","https://openalex.org/W2802981318","https://openalex.org/W2904102385","https://openalex.org/W2917435306","https://openalex.org/W2977679325","https://openalex.org/W2992349311","https://openalex.org/W3021757674","https://openalex.org/W3030107246","https://openalex.org/W3123336166","https://openalex.org/W3133687421"],"related_works":["https://openalex.org/W2759839044","https://openalex.org/W2319668974","https://openalex.org/W4210808373","https://openalex.org/W3135303892","https://openalex.org/W2039289399","https://openalex.org/W2047828157","https://openalex.org/W2606685596","https://openalex.org/W3044493649","https://openalex.org/W4292722743","https://openalex.org/W1967330102"],"abstract_inverted_index":{"This":[0],"paper":[1],"proposes":[2],"a":[3],"novel":[4],"Bivariate":[5],"integer-valued":[6],"auto-regressive":[7],"model":[8],"of":[9,36,44,89],"order":[10],"1":[11],"with":[12,25,70],"paired":[13],"Poisson":[14],"Weighted":[15],"Exponential":[16],"(PWE)":[17],"distributed":[18],"innovations":[19],"which":[20],"is":[21,59,68],"denoted":[22],"by":[23],"INAR(1)-PWE":[24],"two":[26,63],"Sarmanov":[27],"and":[28,33,41,67,91],"classical":[29],"versions.":[30],"The":[31,75],"CML":[32],"CLS":[34],"estimators":[35],"the":[37,42,45,57,62,79,93,97],"parameters":[38],"are":[39,48],"obtained":[40],"performance":[43],"proposed":[46],"models":[47],"assessed":[49],"through":[50],"some":[51,71],"Monte":[52],"Carlo":[53],"simulation":[54],"experiments.":[55],"Also,":[56],"BINAR(1)-PWE":[58,80],"applied":[60],"to":[61,85,95],"real":[64],"data":[65],"sets":[66],"compared":[69],"bivariate":[72,87,99],"INAR":[73],"processes.":[74],"research":[76],"findings":[77],"commend":[78],"as":[81],"another":[82],"suitable":[83],"alternative":[84],"analyze":[86],"series":[88],"counts":[90],"open":[92],"avenues":[94],"explore":[96],"Sarmanov-based":[98],"models.":[100]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}