First-Order Integer-Valued Moving Average Process with Power Series Innovations
In this paper, we introduce a first-order nonnegative integer-valued moving average process with power series innovations based on a Poisson thinning operator (PINMAPS(1)) for modeling overdispersed, equidispersed and underdispersed count time series. This process contains the PINMA process with geo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2020-09-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125944788/view |