An Analysis of Poisson Moving-Average Processes

DOI10.1017/S026996480000499XzbMATH Open1096.62504OpenAlexW2122876957MaRDI QIDQ5488555FDOQ5488555

Authors: Yousung Park, W. P. McCormick 

Publication date: 22 September 2006

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026996480000499x

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Mathematics Subject Classification ID

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

Cites Work

• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Some asymptotic theory for the bootstrap
• Some ARMA models for dependent sequences of poisson counts
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• First order autoregressive time series with negative binomial and geometric marginals
• On some integer-valued autoregressive moving average models
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Integer-valued moving average (INMA) process

Cited In (2)

• Some autoregressive moving average processes with generalized Poisson marginal distributions
• A non-stationary integer-valued autoregressive model

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