On a Class of Z+-Valued Autoregressive Moving Average (ARMA) Processes
A convolution semigroup of probability generating functions and its related operator ⊙F are used to construct a class of stationary Z+-valued autoregressive moving average (ARMA) processes. Several distributional and regression properties are obtained. A number of ARMA processes with specific innov...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2008-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/60 |