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Volumn 7, Issue 1, 2010, Pages 1-21

Higher-order moments, cumulants and spectral densities of the NGINAR(1) process

Author keywords

Bispectral density; Cumulants; Moments; Multitapering; Nonparametric estimation

Indexed keywords


EID: 71649105836     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2009.08.004     Document Type: Review
Times cited : (11)

References (11)
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    • Al-Osh, M.A.1    Aly, E.E.A.A.2
  • 2
    • 71649113711 scopus 로고    scopus 로고
    • A bivariate beta-gamma autoregressive process (BVBGAR(1))
    • Bakouch H.S., and Ristić M.M. A bivariate beta-gamma autoregressive process (BVBGAR(1)). Comm. Statist. Theory Methods 38 (2009) 1113-1131
    • (2009) Comm. Statist. Theory Methods , vol.38 , pp. 1113-1131
    • Bakouch, H.S.1    Ristić, M.M.2
  • 3
    • 0345565915 scopus 로고    scopus 로고
    • Existence and stochastic structure of a non-negative integer-valued autoregressive process
    • Latour A. Existence and stochastic structure of a non-negative integer-valued autoregressive process. J. Time Ser. Anal. 19 (1998) 439-455
    • (1998) J. Time Ser. Anal. , vol.19 , pp. 439-455
    • Latour, A.1
  • 4
    • 84978550044 scopus 로고
    • Some simple models for discrete variate time series
    • McKenzie E. Some simple models for discrete variate time series. Water Resour. Bull. 21 (1985) 645-650
    • (1985) Water Resour. Bull. , vol.21 , pp. 645-650
    • McKenzie, E.1
  • 5
    • 0000049454 scopus 로고
    • Autoregressive moving-average processes with negative binomial and geometric distributions
    • McKenzie E. Autoregressive moving-average processes with negative binomial and geometric distributions. Adv. Appl. Probab. 18 (1986) 679-705
    • (1986) Adv. Appl. Probab. , vol.18 , pp. 679-705
    • McKenzie, E.1
  • 6
    • 67649652030 scopus 로고    scopus 로고
    • Discrete variate time series
    • Stochastic Processes: Modelling and Simulation, North-Holland, Amsterdam
    • McKenzie E. Discrete variate time series. Stochastic Processes: Modelling and Simulation. Handbook of Statistics vol. 21 (2003), North-Holland, Amsterdam 573-606
    • (2003) Handbook of Statistics , vol.21 , pp. 573-606
    • McKenzie, E.1
  • 7
    • 51649133000 scopus 로고
    • The fourth-order cumulants based spectral estimation method and its application to direction-finding
    • Ping W., Xianci X., and Lemin L. The fourth-order cumulants based spectral estimation method and its application to direction-finding. J. Electron. 12 (1995) 330-335
    • (1995) J. Electron. , vol.12 , pp. 330-335
    • Ping, W.1    Xianci, X.2    Lemin, L.3
  • 9
    • 62549109960 scopus 로고    scopus 로고
    • A New geometric first-order integer-valued autoregressive (NGINAR(1)) process
    • Ristić M.M., Bakouch H.S., and Nastić A.S. A New geometric first-order integer-valued autoregressive (NGINAR(1)) process. J. Statist. Plann. Inference 139 (2009) 2218-2226
    • (2009) J. Statist. Plann. Inference , vol.139 , pp. 2218-2226
    • Ristić, M.M.1    Bakouch, H.S.2    Nastić, A.S.3
  • 10
    • 0029184722 scopus 로고
    • Minimum bias multiple taper spectral estimation
    • Riedel K.S., and Sidorenko A. Minimum bias multiple taper spectral estimation. IEEE Trans. Signal Process 43 (1995) 188-195
    • (1995) IEEE Trans. Signal Process , vol.43 , pp. 188-195
    • Riedel, K.S.1    Sidorenko, A.2
  • 11
    • 2942562040 scopus 로고    scopus 로고
    • Difference equations for the higher order moments and cumulants of the I N A R (1) model
    • Silva M.E., and Oliveira V.L. Difference equations for the higher order moments and cumulants of the I N A R (1) model. J. Time Ser. Anal. 25 (2004) 317-333
    • (2004) J. Time Ser. Anal. , vol.25 , pp. 317-333
    • Silva, M.E.1    Oliveira, V.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.