Jentsch, Carsten; Reichmann, Lena - In: Econometrics : open access journal 7 (2019) 4/47, pp. 1-26
negative serial correlation. For the special case of binary data, we propose an extension of the NDARMA model class that allows … class of generalized binary ARMA (gbARMA) processes. We provide stationary conditions, give the stationary solution, and …