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Instituto de Ensino e Pesquisa (Insper) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Ricardo Cunha Pedroso in research grants and scholarships supported by FAPESP.
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Integer autoregressive processes (INAR) play a vital role in the modeling of count series. In this project, we integrate a random environment that follows a state-space evolution into McKenzie's (1985) univariate INAR(1) model, and call our model Dynamic Multivariate INAR(1). The random environment provides an efficient and scalable multivariate generalization of the univariate INAR(1) mo…
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