Title: Integer-Valued Autoregressive Moving-Average (INARMA) Models
Authors: Weiß, Christian H. 
Language: en
Issue Date: 2018
Document Type: Article
Source: Enthalten in: Wiley StatsRef, April 2014- . - 2018, insges. 5 S.
Journal / Series / Working Paper (HSU): Wiley StatsRef 
Pages: 5
Abstract: 
The INARMA models for count time series constitute an integervalued counterpart to the conventional autoregressive movingaverage (ARMA) models. They adapt the ARMA recursion to the countdata case using an appropriate thinning operation, for example, binomial thinning. The basic INARMA models have stochastic properties being analogous to those of the stationary ARMA models, and also several extensions have been developed. In particular, there exist modifications of the INARMA approach to deal with bounded counts or multivariate counts.
Organization Units (connected with the publication): Quantitative Methoden der Wirtschaftswissenschaften 
URL: https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=1031846891
DOI: 10.1002/9781118445112.stat08133
Appears in Collections:2018

Show full item record

CORE Recommender

Google ScholarTM

Check

Altmetric

Altmetric


Items in openHSU are protected by copyright, with all rights reserved, unless otherwise indicated.