Binomial autoregressive moving average models

DOI10.1080/15326349108807188MaRDI QIDQ3354941zbMATH OpenOpenAlexFDO

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

Publication date 1991

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349108807188

zbMATH Keywords

autocorrelation functionbinomial AR(1) processbinomial distributionjoint distribution of consecutive observationsmodelling and simulation of dependent point processesmultiple AR(1) processesregressionstationary distributionstationary sequence of dependent binomial random variablestime reversibility

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(36)

• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
• Thinning operations for modeling time series of counts -- a survey
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• A flexible univariate moving average time-series model for dispersed count data
• A new binomial autoregressive process with explanatory variables
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
• First-order random coefficients integer-valued threshold autoregressive processes
• First-order random coefficient integer-valued autoregressive processes
• Bivariate binomial autoregressive models
• Estimation in integer-valued moving average models
• An analytical ARL of binomial double moving average chart
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Monitoring correlated processes with binomial marginals
• On the construction of stationary AR(1) models via random distributions
• A geometric bivariate time series with different marginal parameters
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Chain binomial models and binomial autoregressive processes
• Beta seasonal autoregressive moving average models
• Thinning-based models in the analysis of integer-valued time series: a review
• Generalized binary vector autoregressive processes
• A flexible univariate autoregressive time-series model for dispersed count data
• A Binomial Distribution with Dependent Trials and Its Use in Stochastic Model Evaluation
• Binomial conditional autoregressive model of the space-time data and its probabilistic and statistical analysis
• A simple integer-valued bilinear time series model
• An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts
• Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
• Inflated beta autoregressive moving average models
• On quasi Pólya thinning operator
• Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
• A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
• A binomial integer-valued ARCH model
• Integer-valued autoregressive models based on quasi Pólya thinning operator
• Jumps in binomial AR(1) processes
• Note on integer-valued bilinear time series models
• Serial dependence and regression of Poisson INARMA models

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