The combined Poisson INMA(2) models for integer-valued time series

zbMATH Open1279.62193MaRDI QIDQ2874158FDOQ2874158

Authors: Hong Zou, Daimin Shi, Kaizhi Yu 

Publication date: 29 January 2014

Published in: Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms (Search for Journal in Brave)

Full work available at URL: http://online.watsci.org/abstract_pdf/2013v20/v20n6b-pdf/3.pdf

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zbMATH Keywords

ergodicitystationarityPoissonbinomial thinning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• The combined Poisson INMA\((q)\) models for time series of counts
• A combined \(\mathrm{SDLINAR}(p)\) model and identification and prediction of its latent components
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• Integer-valued moving average (INMA) process

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