期刊
APPLIED MATHEMATICS LETTERS
卷 25, 期 3, 页码 481-485出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.aml.2011.09.040
关键词
INAR(1) model; Negative binomial thinning; Bivariate integer-valued time series model
资金
- [MNTR 174013]
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. (C) 2011 Elsevier Ltd. All rights reserved.
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