Some ARMA models for dependent sequences of poisson counts
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Publication:3814601
DOI10.2307/1427362zbMath0664.62089OpenAlexW2331668135MaRDI QIDQ3814601
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427362
asymptotic propertiesjoint distributionbinomial thinningcovariance functionstime-reversibilitytwo-dimensional casefinite dimensional distributionsmultinomial thinningautoregressive-moving average processesdiscrete self- decomposabilitystationary Poisson-distributed marginalsvector-valued AR(1)-process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)
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