On some integer-valued autoregressive moving average models

DOI10.1006/JMVA.1994.1038MaRDI QIDQ1333195zbMATH OpenOpenAlexFDO

Authors Emad-Eldin A. A. Aly, Nadjib Bouzar

Publication date 26 April 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1038

zbMATH Keywords

time reversibilityinteger-valued moving average process of order 1negative binomial processesPoisson geometric distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10)

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• Estimation in integer-valued moving average models
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• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
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