A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Year of publication: |
Jul 2018
|
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Authors: | Khan, Naushad Mamode ; Sunecher, Yuvraj ; Jowaheer, Vandna |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 10.2018, 2, p. 1-8
|
Subject: | bivariate | time series | stationary | negative binomial | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory |
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