type="main" xml:id="jtsa12078-abs-0001"The parameters of integer autoregressive models with Poisson, or negative binomial innovations can be estimated by maximum likelihood where the prediction error decomposition, together with convolution methods, is used to write down the likelihood function....

The aim of this paper is to examine the application of measures of persistence in a range of time-series models nested in the framework of Cramer (1961). This framework is a generalization of the Wold (1938) decomposition for stationary time-series which, in addition to accommodating the...

In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper. Their size and power properties are evaluated under various alternatives taken from the class of INARMA processes. We...