Space-time Integer-valued ARMA modelling for time series of counts

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Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/Space-time-integer-valued-ARMA-modelling-for-time-series-of/10.1214/23-EJS2183.full

zbMATH Keywords

Poisson distribution autoregressive moving-average processes binomial thinning operator space-time series of counts STINARMA models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Computational aspects of data analysis and big data (68T09)

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