stationary solutions for integer-valued autoregressive processes固定解决方案整数值自回归过程.pdfVIP

STATIONARY SOLUTIONS FOR INTEGER-VALUED AUTOREGRESSIVE PROCESSES EMAD-ELDIN A. A. ALY AND NADJIB BOUZAR Received 5 January 2004 and in revised form 5 November 2004 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.