On some integer-valued autoregressive moving average models
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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)
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