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2015 The Combined Poisson INMA( q ) Models for Time Series of Counts
Kaizhi Yu, Hong Zou
J. Appl. Math. 2015: 1-7 (2015). DOI: 10.1155/2015/457842

Abstract

A new stationary q th-order integer-valued moving average process with Poisson innovation is introduced based on decision random vector. Some statistical properties of the process are established. Estimators of the parameters of the process are obtained using the method of moments. Some numerical results of the estimators are presented to assess the performance of moment estimators.

Citation

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Kaizhi Yu. Hong Zou. "The Combined Poisson INMA( q ) Models for Time Series of Counts." J. Appl. Math. 2015 1 - 7, 2015. https://doi.org/10.1155/2015/457842

Information

Published: 2015
First available in Project Euclid: 15 April 2015

zbMATH: 07132067
MathSciNet: MR3332126
Digital Object Identifier: 10.1155/2015/457842

Rights: Copyright © 2015 Hindawi

Vol.2015 • 2015
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