Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732): Difference between revisions

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+https://doi.org/10.1007/s11749-019-00653-7
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+W2932485726
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+Integer-valued moving average (INMA) process
@@ Property / cites work: Integer-valued moving average (INMA) process / rank @@
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+Estimation in integer-valued moving average models
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+Discrete-Time Risk Models Based on Time Series for Count Random Variables
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+Risk models based on time series for count random variables
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+Extremes of integer-valued moving average models with regularly varying tails
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+Extremes of integer-valued moving average models with exponential type tails
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+Extremes of integer-valued moving average sequences
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+Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
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+Some Limit Theorems for Stationary Processes
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+Some ARMA models for dependent sequences of poisson counts
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+Inference For Autocorrelations Under Weak Assumptions
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+Discrete analogues of self-decomposability and stability
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+Serial dependence and regression of Poisson INARMA models
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+An Introduction to Discrete‐Valued Time Series
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+Testing for zero inflation and overdispersion in INAR(1) models
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+The combined Poisson INMA\((q)\) models for time series of counts
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+Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process
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