Abstract
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. © 1994 Academic Press, Inc.
Author supplied keywords
Cite
CITATION STYLE
APA
Aly, E. E. A. A., & Bouzar, N. (1994). On some integer-valued autoregressive moving average models. Journal of Multivariate Analysis, 50(1), 132–151. https://doi.org/10.1006/jmva.1994.1038
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free