Discrete minification processes and reversibility

DOI10.2307/3214793zbMath0758.60063OpenAlexW2334929941MaRDI QIDQ3992288

R. P. Littlejohn

Publication date: 13 August 1992

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

Full work available at URL: https://doi.org/10.2307/3214793

zbMATH Keywords

time-reversiblegeometric marginal distributiondiscrete autoregressive processBernoulli marginal distributiondistributional inverse of the thinning operationrandom operation analogous to scalar division for continuous random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (7)

Modelling some stationary Markov processes and related characterizations ⋮ A reversibility relationship ⋮ A class of max-INAR(1) processes with explanatory variables ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ Non-linear INAR(1) processes under an alternative geometric thinning operator ⋮ A geometric minification integer-valued autoregressive model ⋮ The max-INAR(1) model for count processes

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