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Time series with discrete semistable marginals |
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| Authors: | Nadjib Bouzar K Jayakumar |
| Institution: | (1) Department of Mathematics and Computer Science, University of Indianapolis, Indianapolis, IN 46227, USA;(2) Department of Statistics, University of Calicut, Calicut, Kerala, 673 635, India |
| 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. |
| Keywords: | Autoregressive process Moving average process Stationarity Probability generating functions Discrete semistable distribution |
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