The Combined Poisson INMA(q) Models for Time Series of Counts

A new stationary qth-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 res...

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Bibliographic Details
Main Authors: Kaizhi Yu, Hong Zou
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2015/457842
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