On some periodic INARMA(p,q) models

DOI10.1080/03610918.2020.1780443MaRDI QIDQ5042166

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 process; periodically stationary condition; periodic integer-valued autoregressive moving average

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

On periodic integer-valued moving average (INMA (q)) models, On a periodic SETINAR model

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