An Analysis of Poisson Moving-Average Processes

DOI10.1017/S026996480000499XMaRDI QIDQ5488555zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(2)

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

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