Drost, Feike C.; Werker, Bas J.M.; van den Akker, R. - Tilburg University, Center for Economic Research - 2006
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative...
