Stationary solutions for integer-valued autoregressive processes
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Int. J. Math. Mathematical Sciences
دوره 2005 شماره
صفحات -
تاریخ انتشار 2005