Time series with discrete semistable marginals

DOI10.1007/S00362-006-0040-5zbMATH Open1309.62148OpenAlexW1988126329MaRDI QIDQ840937FDOQ840937

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)

Cites Work

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Cited In (8)

• Integer valued stable random variables
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• Domains of operator semi-attraction of probability measures on Banach spaces
• An Introduction to Discrete‐Valued Time Series
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• A geometric bivariate time series with different marginal parameters
• Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals

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