Miroslav M. Ristic

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Keywords: INAR(1) model Negative binomial thinning Bivariate integer-valued time series model a b s t r a c t 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(More)
In this paper, we introduce a new (combined) integer-valued autoregressive model of order p with geometric marginal distributions, denoted by CGINAR(p), using the negative binomial thinning introduced by Ristić et al. [19]. Several properties of the model are constructed and discussed, including one-step ahead conditional statistical measures. Some methods(More)
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