Stationary Underdispersed INAR(1) Models based on the Backward Approach

Most of the stationary first-order autoregressive integer-valued (INAR(1)) models in the literature have been developed using the idea of binomial thinning. Two approaches have been adopted to establish the distributional properties of a stationary INAR(1) process: the forward approach and the back...

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Bibliographic Details
Main Authors: Emad-Eldin A. A. Aly, Nadjib Bouzar
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2025-05-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/515
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