Residual analysis with bivariate INAR(1) models

MaRDI QIDQ4584937zbMATH OpenFDO

Authors Predrag Popović, Aleksandar S. Nastić, Miroslav M. Ristić

Publication date 5 September 2018

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v16-n3-5.pdf

zbMATH Keywords

binomial thinningbivariate INAR(1) modelgeometric marginal distributionnegative binomial thinningpredictive distributionresidual analysis

Mathematics Subject Classification ID

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

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