A geometric bivariate time series with different marginal parameters

DOI10.1007/s00362-015-0677-zzbMath1416.62522MaRDI 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 thinning; bivariate INAR(1) model; geometric marginal distribution

Mathematics Subject Classification ID

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

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Uses Software

• BB

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