January 2016
Intermediate to advanced
484 pages
18h 29m
English
book
Handbook of Discrete-Valued Time Series
by Richard A. Davis, Scott H. Holan, Robert Lund, Nalini Ravishanker
Content preview from Handbook of Discrete-Valued Time Series
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5
Renewal-Based Count Time Series
Robert Lund and James Livsey
CONTENTS
5.1 Introduction...................................................................................101
5.2 Models for Classical Count Distributions.................................................103
5.2.1 Binomial Marginals...................................................................103
5.2.2 Poisson Marginals....................................................................105
5.2.3 Geometric Marginals.................................................................108
5.2.4 Generalities. .. ......................................................................... ...
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