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Higher Order Moments, Cumulants, Spectral and Bispectral Density Functions of the ZTPINAR(1) Process |
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PP: 213-225 |
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doi:10.18576/amis/160208
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Author(s) |
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Mohammed H. El-Menshawy,
Abd El-Moneim A. M. Teamah,
S. E. Abu-Youssef,
Hasnaa M. Faied,
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Abstract |
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| In this paper, the higher order moments, cumulants, spectral, bispectral and normalized bispectral density functions of zero truncated Poisson first-order integer-valued autoregressive (ZTPINAR(1)) model are calculated. We estimated the spectrum, bispectrum and normalized bispectrum using the smoothed periodogram method with different lag windows. Finally, we used the bispectral density function and normalized bispectral density function in order for studying the linearity of integer valued time series models.
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