A bivariate INAR(1) model with different thinning parameters
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-015-0667-1.pdf
Reference26 articles.
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2. Alzaid AA, Al-Osh MA (1988) First-order integer-valued autoregressive (INAR (1)) process: distributional and regression properties. Stat Neerl 42:53–61
3. Umea economic studies 547;K Brännäs,2000
4. Brännäs K (2001) Estimating and testing in integer-valued AR(1) models. Appl Stoch Models Bus Ind 17:277–291
5. Brockwell P, Davis R (1991) Time series: theory and methods. Springer, New York
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