Autoregressive moving-average processes with negative-binomial and geometric marginal distributions (Q3740086)

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scientific article; zbMATH DE number 3974129
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    Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
    scientific article; zbMATH DE number 3974129

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      Autoregressive moving-average processes with negative-binomial and geometric marginal distributions (English)
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      1986
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      autoregressive moving-average process
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      interval processes
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      ARMA
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      geometric
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      negative binomial
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      marginal distributions
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      self- decomposability
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      thinning
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      discrete random variables
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      simulations
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      sample path behaviour
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