Jamie Halliday | DeepAI

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Georgi N. Boshnakov
7 publications

research

∙ 08/09/2022

Partial autocorrelation parameterisation of models with unit roots on the unit circle

We propose a parametrization of autoregressive unit roots ARMA models (A...

0 Jamie Halliday, et al. ∙

research

∙ 06/13/2018

PoARX Modelling for Multivariate Count Time Series

This paper introduces multivariate Poisson autoregressive models with ex...

0 Jamie Halliday, et al. ∙