A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Naushad Mamode Khan, Yuvraj Sunecher, Vandna Jowaheer
| Year of publication: |
Jul 2018
|
|---|---|
| Authors: | Khan, Naushad Mamode ; Sunecher, Yuvraj ; Jowaheer, Vandna |
| Subject: | bivariate | time series | stationary | negative binomial | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2016-0028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011898006