Bivariate zero truncated Poisson INAR(1) process

Yan Liu; Dehui Wang; Haixiang Zhang; Ningzhong Shi

doi:10.1016/j.jkss.2015.11.002

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Bivariate zero truncated Poisson INAR(1) process

Yan Liu Dehui Wang Haixiang Zhang Ningzhong Shi

Year: 2015 Journal: Journal of the Korean Statistical Society Vol: 45 (2)Pages: 260-275 Publisher: Elsevier BV

DOI: 10.1016/j.jkss.2015.11.002

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Keywords:

Mathematics Applied mathematics Autoregressive model Ergodicity Bivariate analysis Conditional probability distribution Conditional variance Poisson distribution Marginal distribution Estimator Statistics Econometrics Autoregressive conditional heteroskedasticity Random variable

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Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Bivariate zero truncated Poisson INAR(1) process

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