Generalized discrete autoregressive moving-average models
From MaRDI portal
Publication:6578130
DOI10.1002/asmb.2520MaRDI QIDQ6578130
Tobias A. Möller, Christian H. Weiß
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
- Measuring serial dependence in categorical time series
- A discrete autoregressive process as a model for short-range correlations in DNA sequences
- A generalization of the Dirichlet distribution
- The ARMA alphabet soup: a tour of ARMA model variants
- A model for ordinal responses with heterogeneous status quo outcomes
- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- An Introduction to Discrete‐Valued Time Series
Related Items (3)
Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations ⋮ A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series ⋮ Ordinal compositional data and time series
This page was built for publication: Generalized discrete autoregressive moving-average models
