On Some Integer-Valued Autoregressive Moving Average Models

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.

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Year of publication:	1994
Authors:	Aly, E. E. A. A. ; Bouzar, N.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 50.1994, 1, p. 132-151
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221499