On some integer-valued autoregressive moving average models

DOI10.1006/jmva.1994.1038zbMath0811.62084OpenAlexW2030685385MaRDI QIDQ1333195

Nadjib Bouzar, Emad-Eldin A. A. Aly

Publication date: 26 April 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1038

zbMATH Keywords

time reversibilityinteger-valued moving average process of order 1negative binomial processesPoisson geometric distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (22)

Integer-valued bilinear time series model with signed generalized power series thinning operator ⋮ On periodic integer-valued moving average (INMA (q)) models ⋮ QMLE of periodic integer-valued time series models ⋮ On some periodic INARMA(p,q) models ⋮ Poisson-Lindley INAR(1) model with applications ⋮ An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation ⋮ Some asymptotic properties in INAR(1) processes with Poisson marginals ⋮ Integer valued stable random variables ⋮ A bivariate \(INAR(1)\) time series model with geometric marginals ⋮ A geometric time-series model with an alternative dependent Bernoulli counting series ⋮ A non-stationary integer-valued autoregressive model ⋮ Generalized random environment INAR models of higher order ⋮ Random environment integer-valued autoregressive process ⋮ An INAR(1) model based on a mixed dependent and independent counting series ⋮ A new class of INAR(1) model for count time series ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS ⋮ A geometric time series model with a new dependent Bernoulli counting series ⋮ An Analysis of Poisson Moving-Average Processes ⋮ An integer-valued bilinear time series model via two random operators ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ A mixed thinning based geometric INAR(1) model

This page was built for publication: On some integer-valued autoregressive moving average models