Discrete minification processes and reversibility

DOI10.2307/3214793MaRDI QIDQ3992288zbMATH OpenOpenAlexFDO

Authors R. P. Littlejohn

Publication date 13 August 1992

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214793

zbMATH Keywords

Bernoulli marginal distributiondiscrete autoregressive processdistributional inverse of the thinning operationgeometric marginal distributionrandom operation analogous to scalar division for continuous random variablestime-reversible

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• Modelling some stationary Markov processes and related characterizations
• A reversibility relationship
• A geometric minification integer-valued autoregressive model
• The max-INAR(1) model for count processes
• Minification processes and their transformations
• An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes
• Minification processes with discrete marginals
• The delunification process and minimal diagrams
• A class of max-INAR(1) processes with explanatory variables
• A new minification integer‐valued autoregressive process driven by explanatory variables
• Non-linear INAR(1) processes under an alternative geometric thinning operator

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