A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series

Stochastic Models

Volumn 19, Issue 2, 2003, Pages 235-254

  Zhu, Rong ^a   Joe, Harry ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Binomial thinning; Continuous time Markov processes; Count data time series; Extended thinning; Generalized discrete self decomposability

Indexed keywords

BOUNDARY CONDITIONS; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; TIME SERIES ANALYSIS;

BINOMIAL THINNING OPERATOR; CONTINUOUS TIME MARKOV PROCESSES; COUNT DATA TIME SERIES; DISCRETE SELF DECOMPOSABILITY; EXTENDED THINNING OPERATOR;

MARKOV PROCESSES;

EID: 0038607001     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120020388     Document Type: Article

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