Time series with discrete semistable marginals

DOI10.1007/S00362-006-0040-5MaRDI QIDQ840937zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-006-0040-5

zbMATH Keywords

stationaritymoving average processautoregressive processprobability generating functionsdiscrete semistable distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(8)

• A geometric bivariate time series with different marginal parameters
• An Introduction to Discrete‐Valued Time Series
• Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals
• Integer valued stable random variables
• scientific article; zbMATH DE number 5627549 (Why is no real title available?)
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• Domains of operator semi-attraction of probability measures on Banach spaces

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