Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
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Publication:3740086
DOI10.2307/1427183zbMath0603.62100OpenAlexW2320192233MaRDI QIDQ3740086
Publication date: 1986
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427183
thinningsimulationsmarginal distributionsARMAnegative binomialdiscrete random variablesgeometricself- decomposabilityautoregressive moving-average processinterval processessample path behaviour
Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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