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
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
Journal title :
Applied Mathematics Letters
