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- W2122876957 abstract "Al-Osh and Alzaid (1988, Statistical Papers 29: 281–300) introduced a class of Poisson moving-average processes. In this paper, we analyze certain properties of such models. In particular, we show that the model has the property of time reversibility. Regression properties of the model are also given. Furthermore, we determine the asymptotic limit distribution for the sample autocovariance function and establish the asymptotic validity of a bootstrap approximation." @default.
- W2122876957 created "2016-06-24" @default.
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- W2122876957 date "1997-10-01" @default.
- W2122876957 modified "2023-09-27" @default.
- W2122876957 title "An Analysis of Poisson Moving-Average Processes" @default.
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- W2122876957 doi "https://doi.org/10.1017/s026996480000499x" @default.
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