On Some Integer-Valued Autoregressive Moving Average Models

E. E. A. A. Aly and N. Bouzar

Journal of Multivariate Analysis, 1994, vol. 50, issue 1, 132-151

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.

Date: 1994
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