The purpose of this paper is to extend the class of \(A R(1)\) models introduced by Aly and Bouzar (1994) to more general \(A R M A\) models. As an application some new Poisson geometric, negative binomial, and Poisson logarithmic ARMA models are derived. 1994 Academic Press, Inc.
A non-stationary integer-valued autoregressive model
โ Scribed by Hee-Young Kim; Yousung Park
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 343 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0932-5026
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