A negative binomial thinning‐based bivariate INAR(1) process

DOI10.1111/stan.12210OpenAlexW3030107246MaRDI QIDQ6067703

De-Hui Wang, Xiaodong Fan, Qingchun Zhang

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12210

zbMATH Keywords

bivariate INAR(1) processnegative binomial thinningbivariate Poissonbivariate negative binomial

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)

Related Items (3)

An EM algorithm for estimation of the parameters of the geometric minification INAR model ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process

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