Some autoregressive moving average processes with generalized Poisson marginal distributions

DOI10.1007/BF00775809zbMath0777.62085MaRDI QIDQ688340

M. A. Al-Osh, Abdulhamid A. Alzaid

Publication date: 2 December 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00775809

zbMATH Keywords

joint distribution; autocorrelation structure; time reversibility; generalized Poisson process; generalized Poisson marginal distribution; Poisson ARMA processes; quasi- multinomial distribution; quasi-binomial distribution; regression behavior; sequences of dependent discrete random variables; vector AR(1) process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E15: Exact distribution theory in statistics

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