Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

DOI10.2307/1427183zbMath0603.62100OpenAlexW2320192233MaRDI QIDQ3740086

E.McKenzie

Publication date: 1986

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427183

zbMATH Keywords

thinningsimulationsmarginal distributionsARMAnegative binomialdiscrete random variablesgeometricself- decomposabilityautoregressive moving-average processinterval processessample path behaviour

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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