On some integer-valued autoregressive moving average models
From MaRDI portal
Publication:1333195
DOI10.1006/jmva.1994.1038zbMath0811.62084MaRDI QIDQ1333195
Nadjib Bouzar, Emad-Eldin A. A. Aly
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
time reversibility; integer-valued moving average process of order 1; negative binomial processes; Poisson geometric distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
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, Integer-valued bilinear time series model with signed generalized power series thinning operator, QMLE of periodic integer-valued time series models, On some periodic INARMA(p,q) models, An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation, 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, Integer valued stable random variables, A bivariate \(INAR(1)\) time series model with geometric marginals, A non-stationary integer-valued autoregressive model, Some asymptotic properties in INAR(1) processes with Poisson marginals, Poisson-Lindley INAR(1) model with applications, Generalized random environment INAR models of higher order, Random environment integer-valued autoregressive process, A geometric time series model with a new dependent Bernoulli counting series, A geometric time series model with dependent Bernoulli counting series, A geometric time-series model with an alternative dependent Bernoulli counting series, CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS