The max-BARMA models for counts with bounded support
In this note, we introduce a discrete counterpart of the conventional max-autoregressive moving-average process of Davis & Resnick (1989), based on the binomial thinning operator and driven by a sequence of i. i. d. nonnegative integer-valued random variables with a finite range of counts. Basic...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2019
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/24478 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/24478 |