Integer-valued moving average (INMA) process
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Publication:3800935
DOI10.1007/BF02924535zbMATH Open0654.62074OpenAlexW1982303769MaRDI QIDQ3800935FDOQ3800935
M. A. Al-Osh, Abdulhamid A. Alzaid
Publication date: 1988
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02924535
regressioncounting processestime reversibilityjoint distributionpartial correlationsconditional correlationshigher order moving averageinteger-valued moving average (INMA) processPoisson INMA(1) processstationary sequence of dependent integer-valued random variables
Cites Work
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Cited In (51)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- Stationary count time series models
- EXPLICIT FORMULA OF AVERAGE RUN LENGTH OF MOVING AVERAGE CONTROL CHART FOR POISSON INMA(1) PROCESS
- Modelling with dispersed bivariate moving average processes
- Unit root testing in integer-valued AR(1) models
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Risk models based on time series for count random variables
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices
- Optimal Alarm Systems for Count Processes
- The combined Poisson INMA\((q)\) models for time series of counts
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
- Serial dependence and regression of Poisson INARMA models
- A seasonal geometric INAR process based on negative binomial thinning operator
- Cluster point processes and Poisson thinning INARMA
- Noncausal counting processes: a queuing perspective
- Parameter estimation and diagnostic tests for INMA(1) processes
- Integer-valued moving average models with structural changes
- Thinning operations for modeling time series of counts -- a survey
- A review of INMA integer-valued model class, application and further development
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Bidimensional discrete-time risk models based on bivariate claim count time series
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- Checking model adequacy for count time series by using Pearson residuals
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model
- First order threshold integer-valued moving average processes
- Variable selection in sparse GLARMA models
- A flexible univariate moving average time-series model for dispersed count data
- A GQL-based inference in non-stationary BINMA(1) time series
- Binomial thinning models for integer time series
- On the theory of periodic multivariate INAR processes
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
- Extremes of integer-valued moving average models with exponential type tails
- QMLE of periodic integer-valued time series models
- On some periodic INARMA(p,q) models
- BINMA(1) model with COM-Poisson innovations: Estimation and application
- On the discrete analogue of the Teissier distribution and its associated INAR(1) process
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Estimation in integer-valued moving average models
- Thinning-based models in the analysis of integer-valued time series: a review
- On periodic integer-valued moving average (INMA (q)) models
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- An Analysis of Poisson Moving-Average Processes
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS
- Conditional least squares estimation for the SINAR(1, 1) process
- A threshold mixed count time series model: estimation and application
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
- Discrete-Time Risk Models Based on Time Series for Count Random Variables
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