A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)

DOI10.2307/1425818MaRDI QIDQ4139418zbMATH OpenOpenAlexFDO

Authors P. A. Jacobs, Peter A. W. Lewis

Publication date 1977

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1425818

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic processes (60G99)

Cited in

(26)

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• ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
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• Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors
• Estimation of the limiting availability of a repairable series system with stationary dependent sequences
• STATIONARITY OF THE SOLUTION OF X_t= A_tX_t-1+ ε_tAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
• scientific article; zbMATH DE number 3759245 (Why is no real title available?)
• The power of alternative Kolmogorov-Smirnov tests based on transformations of the data
• Integer-valued moving average (INMA) process
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties

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