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

DOI10.1080/03610926.2013.826979MaRDI QIDQ2807662zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
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• Time series of count data: Modeling, estimation and diagnostics
• Univariate Discrete Distributions

Cited in

(1)

• Poisson difference integer valued autoregressive model of order one

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