An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process (Q3484229)

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An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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    An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process (English)
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    1990
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    discrete-time dependent counting processes
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    integer-valued random variable
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    autocorrelation
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    regression
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    joint distributions
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    limiting distribution
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    INAR(p) process
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    stationary marginal distribution
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    covariance function
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    Poisson distribution
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    state space representation
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