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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Bibliographic Details
Main Author: Weiß, Christian H. (author)
Other Authors: Scotto, Manuel G. (author), Möller, Tobias A. (author), Gouveia, Sónia (author)
Format: article
Language:eng
Published: 2019
Subjects:
Thinning operator
Autoregressive moving-average processes
Finite counts
Online Access:http://hdl.handle.net/10773/24478
Country:Portugal
Oai:oai:ria.ua.pt:10773/24478

Internet

http://hdl.handle.net/10773/24478

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