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Journal of Applied Mathematics - Volume 2015 2015, Article ID 457842, 7 pages -

Research Article

Statistics School, Southwestern University of Finance and Economics, Chengdu 611130, China

School of Economics, Southwestern University of Finance and Economics, Chengdu 611130, China

Received 11 October 2014; Revised 14 January 2015; Accepted 14 January 2015

Academic Editor: Angelo Ciaramella

Copyright © 2015 Kaizhi Yu and Hong Zou. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A new stationary 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.





Author: Kaizhi Yu and Hong Zou

Source: https://www.hindawi.com/



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