Some ARMA models for dependent sequences of poisson counts
type: Item
instance of: scholarly article
title: Some ARMA models for dependent sequences of poisson counts
zbMATH Open document ID: 0664.62089
DOI: 10.2307/1427362
author: E.McKenzie
published in: Advances in Applied Probability
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 4086819
zbMATH Keywords: joint distribution
zbMATH Keywords: time-reversibility
zbMATH Keywords: binomial thinning
zbMATH Keywords: discrete self- decomposability
zbMATH Keywords: multinomial thinning
zbMATH Keywords: autoregressive-moving average processes
zbMATH Keywords: stationary Poisson-distributed marginals
zbMATH Keywords: finite dimensional distributions
zbMATH Keywords: covariance functions
zbMATH Keywords: asymptotic properties
zbMATH Keywords: vector-valued AR(1)-process
zbMATH Keywords: two-dimensional case
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/1427362
OpenAlex ID: W2331668135
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description: scientific article