Title of article
A bivariate INAR(1) time series model with geometric marginals
Author/Authors
Risti?، نويسنده , , Miroslav M. and Nasti?، نويسنده , , Aleksandar S. and Jayakumar، نويسنده , , K. and Bakouch، نويسنده , , Hassan S.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
5
From page
481
To page
485
Abstract
In this paper we introduce a simple bivariate integer-valued time series model with positively correlated geometric marginals based on the negative binomial thinning mechanism. Some properties of the model are considered. The unknown parameters of the model are estimated using the modified conditional least squares method.
Keywords
INAR(1) model , Negative binomial thinning , Bivariate integer-valued time series model
Journal title
Applied Mathematics Letters
Serial Year
2012
Journal title
Applied Mathematics Letters
Record number
1528291
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