Another good reference can be "Introduction to Stochastic
Process" by Sheldon Ross
-----Original Message-----
From: Dr Shakir Hussain <[log in to unmask]>
To: [log in to unmask]
Date: Wed, 10 Jan 2001 16:11:24 -0000
Subject: Re: bivariate Poisson
> Hi,
> I think one good reference is,
> Gourieroux et al. (Econometrica 1984, pp.716-717)
> Regards.
> Shakir Hussain
>
> ----- Original Message -----
> From: <[log in to unmask]>
> To: <[log in to unmask]>
> Sent: Wednesday, January 10, 2001 12:12 PM
> Subject: bivariate Poisson
>
>
> > Hi all !
> > Can you point me to literature about the
> bivariate Poisson
> > distribution where the data are correlated ?
> >
> > Many thanks,
> > Michael Mernagh. 10-01-2001
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