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An Introduction to Discrete-Valued Time Series
book

An Introduction to Discrete-Valued Time Series

by Christian H. Weiss
February 2018
Intermediate to advanced content levelIntermediate to advanced
304 pages
9h 55m
English
Wiley
Content preview from An Introduction to Discrete-Valued Time Series

Appendix A

Examples of Count Distributions

This appendix provides a brief survey of common models for count data and their stochastic properties. In particular, we discuss dispersion properties and types of generating functions, the latter being useful tools when analyzing count models. The presented models are divided into univariate and multivariate models, and into models for an infinite range like c0A-math-001 or a finite range like c0A-math-002.

A.1 Count Models for an Infinite Range

The most famous model for a count random variable having the range c0A-math-003 (full set of non-negative integers) is the Poisson distribution.

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Publisher Resources

ISBN: 9781119096962Purchase book