Binomial autoregressive moving average models

DOI10.1080/15326349108807188zbMath0729.62080OpenAlexW1991034478MaRDI QIDQ3354941

M. A. Al-Osh, Abdulhamid A. Alzaid

Publication date: 1991

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349108807188

zbMATH Keywords

stationary distributionautocorrelation functionregressionbinomial distributiontime reversibilitybinomial AR(1) processjoint distribution of consecutive observationsmodelling and simulation of dependent point processesmultiple AR(1) processesstationary sequence of dependent binomial random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10)

Related Items (22)

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ Monitoring correlated processes with binomial marginals ⋮ A geometric bivariate time series with different marginal parameters ⋮ BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING ⋮ An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts ⋮ Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ On quasi Pólya thinning operator ⋮ Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes ⋮ A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data ⋮ First-order random coefficient integer-valued autoregressive processes ⋮ Note on integer-valued bilinear time series models ⋮ Serial dependence and regression of Poisson INARMA models ⋮ Estimation in integer-valued moving average models ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model ⋮ A flexible univariate moving average time-series model for dispersed count data ⋮ A New Class of Autoregressive Models for Time Series of Binomial Counts ⋮ Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A simple integer-valued bilinear time series model ⋮ On the construction of stationary AR(1) models via random distributions ⋮ First-order random coefficients integer-valued threshold autoregressive processes

This page was built for publication: Binomial autoregressive moving average models