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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

✍ Scribed by Du Jin-Guan; Li Yuan


Book ID
111039640
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
392 KB
Volume
12
Category
Article
ISSN
0143-9782

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πŸ“œ SIMILAR VOLUMES


On Some Integer-Valued Autoregressive Mo
✍ E.E.A.A. Aly; N. Bouzar πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 714 KB

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.