Stationary solutions for integer-valued autoregressive processes

Emad-Eldin A. A. Aly and Nadjib Bouzar

International Journal of Mathematics and Mathematical Sciences, 2005, vol. 2005, 1-18

Abstract:

The purpose of this paper is to introduce and develop a family of ℤ + -valued autoregressive processes of order p ( INAR ( p ) ) by using the generalized multiplication ⊙ F of van Harn and Steutel (1982). We obtain various distributional and regression properties for these models. A number of stationary INAR ( p ) processes with specific marginals are presented and are shown to generalize several existing models.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:861342

DOI: 10.1155/IJMMS.2005.1

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