A new INARMA(1,1) model with Poisson marginals (Q2179568)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7199707
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new INARMA(1,1) model with Poisson marginals |
scientific article; zbMATH DE number 7199707 |
Statements
A new INARMA(1,1) model with Poisson marginals (English)
0 references
13 May 2020
0 references
binomial thinning
0 references
count time series
0 references
integer-valued ARMA
0 references
integer-valued GARCH
0 references
forward algorithm
0 references
underreporting
0 references
0.91240275
0 references
0.9009981
0 references
0.8899157
0 references
0.88747317
0 references
0.88609177
0 references
0.88363427
0 references
0.87286127
0 references
0.8608173
0 references