Stationary underdispersed INAR(1) models based on the backward approach
Emad-Eldin AA Aly,
Nadjib Bouzar
Abstract:Most of the stationary first-order autoregressive integer-valued (INAR(1)) models were developed for a given thinning operator using either the forward approach or the backward approach. In the forward approach the marginal distribution of the time series is specified and an appropriate distribution for the innovation sequence is sought. Whereas in the backward setting, the roles are reversed. The common distribution of the innovation sequence is specified and the distributional properties of the marginal dist… Show more
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