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Integer-Valued Moving Average Models with Structural Changes
Joint Authors
Shi, Daimin
Yu, Kaizhi
Zou, Hong
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-21
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
It is frequent to encounter integer-valued time series which are small in value and show a trend having relatively large fluctuation.
To handle such a matter, we present a new first order integer-valued moving average model process with structural changes.
The models provide a flexible framework for modelling a wide range of dependence structures.
Some statistical properties of the process are discussed and moment estimation is also given.
Simulations are provided to give additional insight into the finite sample behaviour of the estimators.
American Psychological Association (APA)
Yu, Kaizhi& Zou, Hong& Shi, Daimin. 2014. Integer-Valued Moving Average Models with Structural Changes. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-455804
Modern Language Association (MLA)
Yu, Kaizhi…[et al.]. Integer-Valued Moving Average Models with Structural Changes. Mathematical Problems in Engineering No. 2014 (2014), pp.1-5.
https://search.emarefa.net/detail/BIM-455804
American Medical Association (AMA)
Yu, Kaizhi& Zou, Hong& Shi, Daimin. Integer-Valued Moving Average Models with Structural Changes. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-455804
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-455804