A geometric bivariate time series with different marginal parameters

DOI10.1007/s00362-015-0677-zzbMath1416.62522OpenAlexW2160691854MaRDI QIDQ345371

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

Publication date: 1 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0677-z

zbMATH Keywords

binomial thinningbivariate INAR(1) modelgeometric marginal distribution

Mathematics Subject Classification ID

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

Related Items (14)

Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ BINMA(1) model with COM-Poisson innovations: Estimation and application ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test ⋮ A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ On the theory of periodic multivariate INAR processes ⋮ A BINAR(1) time-series model with cross-correlated COM–Poisson innovations ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes ⋮ Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application ⋮ A MIXED BILINEAR INAR(1) MODEL

Uses Software

• BB

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