Higher Order Moments, Cumulants, Spectral and Bispectral Density Functions of the ZTPINAR(1) Process

Authors

Mohammed H. El-Menshawy, Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City (11884), Cairo, EgyptFollow
Abd El-Moneim A. M. Teamah, Department of Mathematics, Faculty of Science Tanta University, Tanta, EgyptFollow
S. E. Abu-Youssef, Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City (11884), Cairo, EgyptFollow
Hasnaa M. Faied, Department of Mathematics, Faculty of Science, Al-Azhar University (Girls Branch), Nasr City, Cairo, EgyptFollow

Author Country (or Countries)

Egypt

Abstract

In this paper, the higher order moments, cumulants, spectral, bispectral and normalized bispectral density functions of zero truncated Poisson first-order integer-valued autoregressive (ZTPINAR(1)) model are calculated. We estimated the spectrum, bispectrum and normalized bispectrum using the smoothed periodogram method with different lag windows. Finally, we used the bispectral density function and normalized bispectral density function in order for studying the linearity of integer valued time series models.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/160208

Recommended Citation

H. El-Menshawy, Mohammed; El-Moneim A. M. Teamah, Abd; E. Abu-Youssef, S.; and M. Faied, Hasnaa (2022) "Higher Order Moments, Cumulants, Spectral and Bispectral Density Functions of the ZTPINAR(1) Process," Applied Mathematics & Information Sciences: Vol. 16: Iss. 2, Article 8.
DOI: http://dx.doi.org/10.18576/amis/160208
Available at: https://digitalcommons.aaru.edu.jo/amis/vol16/iss2/8