This paper introduces new classes of bivariate time series models being useful to fit count data time series with a finite range of counts. Motivation comes mainly from the comparison of schemes for monitoring tourism demand, stock data, production and environmental processes. All models are...

Here we obtain difference equations for the higher order moments and cumulants of a time series {X_t} satisfying an INAR(p) model. These equations are similar to the difference equations for the higher order moments and cumulants of the bilinear time series model. We obtain the spectral and...

This paper presents an initial review of the theoretical and measurement discussions of sustainability and its relation to human development. As we show in this paper, there is an overall consensus about the importance of sustaining development and well-being over time, but in reality different...

The moments of certain stochastic integrals with respect to Brownian motion are well known. In this paper the mean and variance of some integrals involving Brownian bridges are found.

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701-722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where...