Binomial ARMA count series from renewal processes

DOI10.7151/dmps.1140zbMath1291.62166arXiv1112.4554OpenAlexW2054682501MaRDI QIDQ2870836

Sergiy Koshkin, Yunwei Cui

Publication date: 21 January 2014

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4554

zbMATH Keywords

probability generating functionrenewal processlifetime distributionpalindromic polynomialautoregressive moving averagestochastic difference equationsinteger-valued time seriesconstant hazard rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Renewal theory (60K05)

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