Drost, Feike C.; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of Time Series Analysis 29 (2008) 5, pp. 783-801
Integer-valued autoregressive (INAR) processes have been introduced to model non-negative integer-valued 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 non-negative...