scientific article; zbMATH DE number 4015823

MaRDI QIDQ3027997zbMATH OpenFDO

Authors E.McKenzie

Publication date 1987

zbMATH Keywords

autoregressive processesdiscrete-valued shot-noise processimmigrationnegative binomial distributionstationary birth-death processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A note on the innovation distribution of a gamma distributed autoregressive process
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• An integer-valued pth-order autoregressive structure (INAR(p)) process

Cited in

(13)

• Diagnostic checks for integer-valued autoregressive models using expected residuals
• Thinning operations for modeling time series of counts -- a survey
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• Modeling time series of counts with a new class of INAR(1) model
• First-order random coefficient integer-valued autoregressive processes
• A note on the innovation distribution of a gamma distributed autoregressive process
• Simulation of weibull and gamma autoregressive stationary process
• Gamma-related Ornstein–Uhlenbeck processes and their simulation*
• First-order autoregressive models for gamma and exponential processes
• Integer-valued autoregressive models based on quasi Pólya thinning operator
• Note on the innovation variable of hyperbolic characteristic functions
• Time series with discrete semistable marginals

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