On some periodic INARMA(p,q) models

DOI10.1080/03610918.2020.1780443OpenAlexW3040141076MaRDI QIDQ5042166FDOQ5042166

Authors: Mohamed Bentarzi, Nawel Aries 

Publication date: 18 October 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1780443

zbMATH Keywords

periodically correlated processperiodically stationary conditionperiodic integer-valued autoregressive moving average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Discrete analogues of self-decomposability and stability
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• A simple integer-valued bilinear time series model
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• On periodic ergodicity of a general periodic mixed Poisson autoregression
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• Periodic integer-valued bilinear time series model
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• Efficient estimation in periodic INAR(1) model: parametric case

Cited In (6)

• On a periodic SETINAR model
• Periodic negative binomial INGARCH(1, 1) model
• Existence of a periodic and seasonal INAR process
• Title not available (Why is that?)
• Periodic INAR(1) model with Bell innovations distribution
• On periodic integer-valued moving average (INMA (q)) models

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