scientific article; zbMATH DE number 7148703

zbMath1449.62177MaRDI QIDQ5207214

Abdulhamid A. Alzaid, Weaam M. Alhadlaq, Maha A. Omair

Publication date: 8 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/07/01/Alzaid_etal(2016).pdf#vol7-number1-2016

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zbMATH Keywords

stock marketMarkov modeltime series modelBernoulli difference distributionJacobs-Lewis model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Probability distributions: general theory (60E05)

Related Items (1)

\( \mathbb{Z} \)-valued time series: models, properties and comparison

Cites Work

• A non-stationary integer-valued autoregressive model
• Poisson difference integer valued autoregressive model of order one
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A p-Order signed integer-valued autoregressive (SINAR(p)) model
• A bivariate first-order signed integer-valued autoregressive process
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