The distributional structure of finite moving-average processes

DOI10.2307/3214439zbMath0645.62093OpenAlexW2334116375MaRDI QIDQ3788937

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Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214439

zbMATH Keywords

joint distributionsmoving average processesMA(q) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ On periodic integer-valued moving average (INMA (q)) models ⋮ First-order random coefficient integer-valued autoregressive processes ⋮ A threshold mixed count time series model: estimation and application ⋮ Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

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