Stationary solutions for integer‐valued autoregressive processes | Zendy

EmadEldin A. A. Aly | Zendy; Nadjib Bouzar | Zendy

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Stationary solutions for integer‐valued autoregressive processes

Author(s) -

EmadEldin A. A. Aly,

Nadjib Bouzar

Publication year - 2005

Publication title -

international journal of mathematics and mathematical sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.21

H-Index - 39

eISSN - 1687-0425

pISSN - 0161-1712

DOI - 10.1155/ijmms.2005.1

Subject(s) - autoregressive model , mathematics , star model , setar , integer (computer science) , multiplication (music) , order (exchange) , econometrics , statistics , combinatorics , autoregressive integrated moving average , time series , computer science , finance , economics , programming language

The purpose of this paper is to introduce and develop a family ofℤ+-valued autoregressive processes of order p (INAR(p)) byusing the generalized multiplication ⊙F of van Harn andSteutel (1982). We obtain various distributional and regressionproperties for these models. A number of stationary INAR(p) processes with specific marginals are presented and are shown togeneralize several existing models

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