Drost, Feike C.; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of the Royal Statistical Society Series B 71 (2009) 2, pp. 467-485
Integer-valued auto-regressive (INAR) processes have been introduced to model non-negative integer-valued phenomena that evolve over time. The distribution of an INAR("p") process is essentially described by two parameters: a vector of auto-regression coefficients and a probability distribution...
