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

integer-valued moving average process of order 1negative binomial processesPoisson geometric distributiontime reversibility

Mathematics Subject Classification ID

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

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• Modelling overdispersion with integer-valued moving average processes
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• A geometric time series model with a new dependent Bernoulli counting series
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• On a class of \(\mathbb{Z}_+\)-valued autoregressive moving average (ARMA) processes
• A geometric time-series model with an alternative dependent Bernoulli counting series
• First-order rounded integer-valued autoregressive (RINAR(l)) process
• Conditional least squares estimation of the parameters of higher order random environment INAR models
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• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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• A bivariate INAR(1) time series model with geometric marginals
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• An INAR(1) model based on a mixed dependent and independent counting series
• A new class of INAR(1) model for count time series
• Thinning-based models in the analysis of integer-valued time series: a review
• A mixed thinning based geometric INAR(1) model
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• On some periodic INARMA(p,q) models
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• An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
• MCMC for Integer-Valued ARMA processes
• An Analysis of Poisson Moving-Average Processes
• An integer-valued bilinear time series model via two random operators
• On periodic integer-valued moving average (INMA (q)) models
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• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
• A new generalized binomial thinning-based INAR(1) process with Poisson–Lindley innovations
• Double random environment binomial thinning INAR(1) process with Poisson or geometric marginal
• A non-stationary integer-valued autoregressive model

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