2 papers
math.ST2012
Diagnostic Tests for Non-causal Time Series with Infinite Variance
Yunwei Cui, Rongning Wu, Thomas J. Fisher
We study goodness-of-fit testing for non-causal autoregressive time series with non-Gaussian stable noise. To model time series exhibiting sharp spikes or occasional bursts of outl…
math.ST2011
Binomial ARMA count series from renewal processes
Sergiy Koshkin, Yunwei Cui
This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is no…