Biswas, Atanu; Song, Peter X.-K. - In: Statistics & Probability Letters 79 (2009) 17, pp. 1884-1889
This paper presents a unified framework of stationary ARMA processes for discrete-valued time series based on Pegram's [Pegram, G.G.S., 1980. An autoregressive model for multilag markov chains. J. Appl. Probab. 17, 350-362] mixing operator. Such a stochastic operator appears to be more flexible...