Binomial ARMA count series from renewal processes
نویسندگان
چکیده
منابع مشابه
Binomial Arma Count Series from Renewal Processes
This paper describes a new method for generating stationary integervalued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating in...
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ژورنال
عنوان ژورنال: Discussiones Mathematicae Probability and Statistics
سال: 2012
ISSN: 1509-9423,2084-0381
DOI: 10.7151/dmps.1140