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A new conditional specification of the bivariate Poisson conditionals distribution 1
Author(s) -
Wesolowski J.
Publication year - 1996
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1996.tb01504.x
Subject(s) - bivariate analysis , mathematics , poisson distribution , conditional probability distribution , conditional expectation , statistics , conditional variance , econometrics , autoregressive conditional heteroskedasticity , volatility (finance)
The bivariate Poisson conditionals distribution is characterized by the form of one of the conditional distributions and one of the conditional expectations.