ON SOME INTEGER-VALUED AUTOREGRESSIVE MOVING AVERAGE MODELS

JOURNAL OF MULTIVARIATE ANALYSIS

卷:50

Article

关键词: JOINT DISTRIBUTION;    REGRESSION;    TIME REVERSIBILITY;    STATIONARITY;    MULTIVARIATE DISTRIBUTION;    POISSON GEOMETRIC;    POISSON LOGARITHMIC;   

DOI  :  10.1006/jmva.1994.1038

来源: Elsevier

【 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,

【 授权许可】

Free