ON SOME INTEGER-VALUED AUTOREGRESSIVE MOVING AVERAGE MODELS
[摘要] The purpose of this paper is to extend the class of AR(1) models introduced by Aly and Bouzar (1994) to more general ARMA models. As an application some new Poisson geometric, negative binomial, and Poisson logarithmic ARMA models are derived. (C) 1994 Academic Press, Inc,
[发布日期] 1994-07-01 [发布机构]
[效力级别] [学科分类]
[关键词] JOINT DISTRIBUTION;REGRESSION;TIME REVERSIBILITY;STATIONARITY;MULTIVARIATE DISTRIBUTION;POISSON GEOMETRIC;POISSON LOGARITHMIC [时效性]
