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On Some Integer-Valued Autoregressive Moving Average Models

โœ Scribed by E.E.A.A. Aly; N. Bouzar

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
714 KB
Volume
50
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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