A note on an integer valued time series model with Poisson-negative binomial marginal distribution

DOI10.1080/03610926.2013.826979zbMATH Open1343.62060OpenAlexW2039621974MaRDI QIDQ2807662FDOQ2807662

Authors: K. K. Jose, K. D. Mariyamma 

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.826979

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zbMATH Keywords

infinite divisibilityINAR modelscount data modelsdiscrete self-decomposabilityPoisson-negative binomial distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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Cited In (1)

• Poisson difference integer valued autoregressive model of order one

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