Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

By Miroslav M. Ristic, Aleksandar S. Nastic, Hassan Salah Hassan Bakouch. 2012

53 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c104cddae080a0ac6703a446a6a1347f1a9f9de5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Ana V. Miletić Ilić
2. Aleksandar S. Nastic
3. Miroslav M. Ristic
4. W. Barreto‐Souza

In Statistics and Probability

1. Ana V. Miletić Ilić
2. Aleksandar S. Nastic
3. Miroslav M. Ristic
4. W. Barreto‐Souza
5. Gauss Moutinho Cordeiro

Citations in the corpus

• A geometric time series model with dependent Bernoulli counting series (2013, methodology): “Models based on negative binomial thinning operator generated by geometric distributed counting series were also considered (Aly and Bouzar, 1994; Ristić et al., 2009, 2012a, 2012b).”