The aim of this paper is to examine the application of measures of persistence in a range of time-series models nested in the framework of Cramer (1961). This framework is a generalization of the Wold (1938) decomposition for stationary time-series which, in addition to accommodating the...

This study provides new methods of assessing the adequacy of the Poisson autoregressive time-series model for count data. New expressions are given for the score function and the information matrix and these lead to the construction of new types of residuals for this model. However, these...

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701-722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where...