An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion

Title
An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion
Authors
Keywords
INAR(1) process, Bernoulli distribution, Geometric distribution, Integer-valued time series, Binomial thinning, Negative binomial thinning, 60J10, 62M05, 62M10
Journal
TEST
Volume 26, Issue 4, Pages 847-868
Publisher
Springer Nature
Online
2017-04-29
DOI
10.1007/s11749-017-0536-4

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