A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
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Publication:1669695
DOI10.1515/jtse-2016-0028zbMath1499.62313OpenAlexW2771896233MaRDI QIDQ1669695
Yuvraj Sunecher, Vandna Jowaheer, Naushad Mamode Khan
Publication date: 4 September 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2016-0028
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)
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