The max-BARMA models for counts with bounded support

DOI10.1016/j.spl.2018.07.011zbMath1414.62384OpenAlexW2883928333WikidataQ129505397 ScholiaQ129505397MaRDI QIDQ1726724

Christian H. Weiß, Manuel G. Scotto, Sónia Gouveia, Tobias A. Möller

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10773/24478

zbMATH Keywords

thinning operatorautoregressive moving-average processesfinite counts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (3)

A class of max-INAR(1) processes with explanatory variables ⋮ Modeling normalcy‐dominant ordinal time series: An application to air quality level ⋮ Models for autoregressive processes of bounded counts: how different are they?

Uses Software

• R

Cites Work

• Stochastic orders
• Discrete analogues of self-decomposability and stability
• Serial dependence of NDARMA processes
• Basic properties and prediction of max-ARMA processes
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• Hidden Markov Models for Time Series

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