The present work proposes a new stationary integer-valued bilinear time series model with dependent counting series. The model will enable one to tackle the presence of some correlation between underlying events. The various probabilistic and statistical properties of the model are discussed, unknown parameters are estimated by several methods. Moreover, the performance of the estimation methods is illustrated through a simulation study and an empirical application to two data sets.

中文翻译：

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具有相关计数序列的整数值双线性模型

本工作提出了一个新的具有相关计数序列的平稳整数值双线性时间序列模型。该模型将使人们能够解决潜在事件之间的某种相关性。讨论了模型的各种概率和统计性质，通过几种方法估计未知参数。此外，通过对两个数据集的仿真研究和经验应用说明了估算方法的性能。