Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator

Pub Date : 2024-06-14 DOI:10.1080/03610918.2024.2363947
Yixuan Fan, Dehui Wang
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Abstract

In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and ...
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基于修正负二项式算子的二元一阶随机系数整值自回归过程
本文提出了一种新的基于修正负二项算子的二元随机系数整数值自回归过程。基本概率论和...
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