A bivariate INAR(1) time series model with geometric marginals


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. © 2011 Elsevier Ltd. All rights… (More)
DOI: 10.1016/j.aml.2011.09.040


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