Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
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Publication:537409
DOI10.1016/j.stamet.2009.08.004zbMath1232.62117OpenAlexW2030510066MaRDI QIDQ537409
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2009.08.004
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Cites Work
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- An introduction to bispectral analysis and bilinear time series models
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A Bivariate Beta-Gamma Autoregressive Process (BVBGAR(1))
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- First order autoregressive time series with negative binomial and geometric marginals
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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