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文章基本信息

  • 标题:Stationary solutions for integer-valued autoregressive processes
  • 本地全文:下载
  • 作者:Emad-Eldin A. A. Aly ; Nadjib Bouzar
  • 期刊名称:International Journal of Mathematics and Mathematical Sciences
  • 印刷版ISSN:0161-1712
  • 电子版ISSN:1687-0425
  • 出版年度:2005
  • 卷号:2005
  • 期号:1
  • 页码:1-18
  • DOI:10.1155/IJMMS.2005.1
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    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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