On some periodic INARMA(p,q) models

DOI10.1080/03610918.2020.1780443MaRDI QIDQ5042166zbMATH OpenOpenAlexFDO

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

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Cited in

(6)

• On a periodic SETINAR model
• Periodic negative binomial INGARCH(1, 1) model
• Existence of a periodic and seasonal INAR process
• scientific article; zbMATH DE number 5187528 (Why is no real title available?)
• Periodic INAR(1) model with Bell innovations distribution
• On periodic integer-valued moving average (INMA (q)) models

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