Estimation in a bivariate integer-valued autoregressive process

DOI10.1080/03610926.2014.948203zbMath1349.62421OpenAlexW2475472482MaRDI QIDQ2830781

Aleksandar S. Nastić, Predrag M. Popović, Miroslav M. Ristić

Publication date: 31 October 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.948203

zbMATH Keywords

binomial thinningbivariate INAR(1) modelnegative binomial thinningPoisson marginals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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