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Time series with discrete semistable marginals

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Abstract

We propose several stationary integer-valued first-order autoregressive [INAR(1)] models with discrete semistable marginals and related distributions. The corresponding first-order moving average processes are also presented.

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Authors and Affiliations

  1. Department of Mathematics and Computer Science, University of Indianapolis, Indianapolis, IN, 46227, USA

    Nadjib Bouzar

  2. Department of Statistics, University of Calicut, Calicut, Kerala, 673 635, India

    K. Jayakumar

Authors
  1. Nadjib Bouzar
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  2. K. Jayakumar
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Correspondence to Nadjib Bouzar.

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Bouzar, N., Jayakumar, K. Time series with discrete semistable marginals. Stat Papers 49, 619–635 (2008). https://doi.org/10.1007/s00362-006-0040-5

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  • DOI: https://doi.org/10.1007/s00362-006-0040-5

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