Some ARMA models for dependent sequences of poisson counts (Q3814601)
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 4086819
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some ARMA models for dependent sequences of poisson counts |
scientific article; zbMATH DE number 4086819 |
Statements
Some ARMA models for dependent sequences of poisson counts (English)
0 references
1988
0 references
joint distribution
0 references
time-reversibility
0 references
binomial thinning
0 references
discrete self- decomposability
0 references
multinomial thinning
0 references
autoregressive-moving average processes
0 references
stationary Poisson-distributed marginals
0 references
finite dimensional distributions
0 references
covariance functions
0 references
asymptotic properties
0 references
vector-valued AR(1)-process
0 references
two-dimensional case
0 references
0.8946152
0 references
0.88928163
0 references
0.88605577
0 references
0.8742562
0 references
0.87075126
0 references
0.8638113
0 references
0.8558595
0 references
0.85383177
0 references
