Drost, Feike C.; Werker, Bas J.M.; van den Akker, R. - Tilburg University, Center for Economic Research - 2008
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression coefficients and a probability distribution on...
