A bivariate \(INAR(1)\) time series model with geometric marginals
From MaRDI portal
Publication:427649
DOI10.1016/j.aml.2011.09.040zbMath1239.62109MaRDI QIDQ427649
Publication date: 14 June 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2011.09.040
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)