Mean-preserving rounding integer-valued ARMA models

DOI10.1111/JTSA.12774MaRDI QIDQ6995659zbMATH OpenFDO

Authors Christian H. Weiß, Fukang Zhu

Publication date 17 April 2025

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12774

zbMATH Keywords

ARMA model\(\mathbb{Z}\)-valued time seriesrounding operatormean-preserving

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
• Tobit INARMA models for count time series with negative autocorrelation
• Bivariate rounded \(\mathbb{Z} \)-valued autoregressive models with flexible auto- and cross-correlations

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