Stationary solutions for integer-valued autoregressive processes

Emad-Eldin A. A. Aly, Nadjib Bouzar
2005 International Journal of Mathematics and Mathematical Sciences  
The purpose of this paper is to introduce and develop a family ofℤ+-valued autoregressive processes of orderp(INAR(p)) by using the generalized multiplication⊙Fof van Harn and Steutel (1982). We obtain various distributional and regression properties for these models. A number of stationaryINAR(p)processes with specific marginals are presented and are shown to generalize several existing models.
doi:10.1155/ijmms.2005.1 fatcat:odigoagr7zfwvao5jqjy53kh64