منابع مشابه
A mixture integer-valued GARCH model
Abstract. In this paper, we generalize the mixture integer-valued ARCH model (MINARCH) introduced by Zhu et al. (2010) to a mixture integer-valued GARCH (MINGARCH) for modeling time series of counts. This model include the ability to take into account the moving average (MA) components of the series. We give the necessary and sufficient first and second order stationarity conditions. The estima...
متن کاملInteger Valued AR(1) with Geometric Innovations
The classical integer valued first-order autoregressive (INA- R(1)) model has been defined on the basis of Poisson innovations. This model has Poisson marginal distribution and is suitable for modeling equidispersed count data. In this paper, we introduce an modification of the INAR(1) model with geometric innovations (INARG(1)) for model- ing overdispersed count data. We discuss some structu...
متن کاملNEWTON BASIS RELATIONS AND APPLICATIONS TO INTEGER-VALUED POLYNOMIALS AND q-BINOMIAL COEFFICIENTS
Let K be a field. Generalizing the binomial coefficient polynomials ( X n ) , the Newton interpolation basis polynomials relative to an infinite sequence a = (ai)i=0 of distinct elements of K are defined by [X n ] a = ∏n−1 i=0 X−ai an−ai ∈ K[X ]. There is a complete and natural set of relations for these polynomials, namely, [X m ] a [X n ] a = ∑m+n l=max(m,n)[m,n, l]a [X l ] a , where the coef...
متن کاملInteger-valued Polynomials
Let R be a Krull ring with quotient field K and a1, . . . , an in R. If and only if the ai are pairwise incongruent mod every height 1 prime ideal of infinite index in R does there exist for all values b1, . . . , bn in R an interpolating integer-valued polynomial, i.e., an f ∈ K[x] with f(ai) = bi and f(R) ⊆ R. If S is an infinite subring of a discrete valuation ring Rv with quotient field K a...
متن کاملInteger-valued continuous functions
© Bulletin de la S. M. F., 1969, tous droits réservés. L’accès aux archives de la revue « Bulletin de la S. M. F. » (http://smf. emath.fr/Publications/Bulletin/Presentation.html) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impress...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The International Journal of Biostatistics
سال: 2016
ISSN: 2194-573X,1557-4679
DOI: 10.1515/ijb-2015-0051