scientific article; zbMATH DE number 3675177

MaRDI QIDQ3871774zbMATH OpenFDO

Authors A. J. Lawrance, Peter A. W. Lewis

Publication date 1980

zbMATH Keywords

exponential autoregressive-moving averageexponential marginal distributionGaussian processesnon- standard ARMA processpoint process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited in

(27)

• Stationarity of GARCH processes and of some nonnegative time series
• Specialised class \(L\) property and stationary autoregressive process
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
• The ARMA alphabet soup: a tour of ARMA model variants
• Random self-decomposability and autoregressive processes
• Multivariate transformed Gaussian processes
• Parameter estimation for some time series models without contiguity
• A note on the extremes of a particular moving average count data model
• A quasi-locally most powerful test for correlation in the conditional variance of positive data
• Estimation of parameters in exponential autoregressive models
• Estimation of the limiting availability of a repairable series system with stationary dependent sequences
• AR models with uniformly distributed noise
• Integer-valued moving average (INMA) process
• AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS
• Testing for change in mean for associated random variables
• Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals
• Tempered stable autoregressive models
• Non-Gaussian autoregressive processes with Tukey g-and-h transformations
• A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data
• Irregular nonparametric autoregression
• A combined DLD-INAR(p) model for overdispersed count data
• Nonparametric estimation of aging intensity function for right-censored dependent data
• Threshold models in time series analysis -- some reflections
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• Discontinuities in indirect estimation: an application to EAR models
• On the stationary version of the generalized hyperbolic ARCH model

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