Poisson difference integer valued autoregressive model of order one

zbMath1291.62159MaRDI QIDQ2016320

Maha A. Omair, Abdulhamid A. Alzaid

Publication date: 20 June 2014

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: http://math.usm.my/bulletin/html/vol37_2_15.html

zbMATH Keywords

nonstationaryinteger valued time seriesextended binomial distributionPoisson difference distribution

Mathematics Subject Classification ID

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

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