First order autoregressive time series with negative binomial and geometric marginals

Mohamed A. Al-Osh Department of Statistics, King Saud University, P.O Box 2455, Riyadh, Saudi Arabia

Emad-Eldin A.A. Aly Department of Statistics & Applied Probability, The University of Alberta Edmonton, Edmonton, Alberta, T6G 2G1, Canada

Pages 2483-2492 | Received 01 Dec 1991, Published online: 27 Jun 2007

Cite this article
https://doi.org/10.1080/03610929208830925

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

References
Citations
Metrics
Reprints & Permissions
Read this article /doi/epdf/10.1080/03610929208830925?needAccess=true

Abstract

In this paper we present first order autoregressive (AR(1)) time series with negative binomial and geometric marginals. These processes are the discrete analogues of the gamma and exponential processes introduced by Sim (1990). Many properties of the processes discussed here, such as autocorrelation, regression and joint distributions, are studied.

Keywords:

Negative binomial processes
generalized geometric AR(1)processes
binomial compounding

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.