Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Some Basic and Asymptotic Properies in INMA(q) Processes

  • Park, You-Sang (Department of Statistics, Korea University, Seoul, 136-701) ;
  • Kim, Myung-Jin (Department of Statistics, Korea University, Seoul, 136-701)
  • Published : 1997.06.01
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Abstract

We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.

Keywords

References

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