| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1708909 | Applied Mathematics Letters | 2012 | 5 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Miroslav M. Ristić, Aleksandar S. Nastić, K. Jayakumar, Hassan S. Bakouch,