Bivariate binomial autoregressive models
نویسندگان
چکیده
منابع مشابه
Bivariate binomial autoregressive models
This paper introduces new classes of bivariate time series models being useful to fit count data time series with a finite range of counts. Motivation comes mainly from the comparison of schemes for monitoring tourism demand, stock data, production and environmental processes. All models are based on the bivariate binomial distribution of Type II. First, a new family of bivariate integer-valued...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.12.014