Bivariate binomial autoregressive models

DOI10.1016/j.jmva.2013.12.014zbMath1283.62188MaRDI QIDQ2637613

Maria Eduarda Silva, Christian H. Weiß, Manuel G. Scotto, Isabel M. S. Pereira

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.12.014

zbMATH Keywords

INGARCH model; INAR(1) model; bivariate binomial distribution; thinning operation; binomial AR(1) model

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

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

62P12: Applications of statistics to environmental and related topics

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