On Some Stationary Inar Models with Discrete Laplace Marginals

Authors

Ahmed M. Agwa, Department of Statistics and Operations Research, Kuwait University, KuwaitFollow
Emad-Eldin A A Aly, Department of Statistics and Operations Research, Kuwait University, KuwaitFollow
M. M. Gabr, Department of Mathematics, Alexandria University, Alexandria, EgyptFollow

Author Country (or Countries)

Kuwait

Abstract

We propose and study integer-valued time series models with the discrete Laplace marginal distribution. These models allow for positive and negative values. The model with symmetric discrete Laplace marginal allows for positive and negative autocorrelation. As an illustration, we have applied the proposed models to real-life data sets.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/130203

Recommended Citation

M. Agwa, Ahmed; A A Aly, Emad-Eldin; and M. Gabr, M. (2019) "On Some Stationary Inar Models with Discrete Laplace Marginals," Applied Mathematics & Information Sciences: Vol. 13: Iss. 2, Article 3.
DOI: http://dx.doi.org/10.18576/amis/130203
Available at: https://digitalcommons.aaru.edu.jo/amis/vol13/iss2/3