The max-INAR(1) model for count processes
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DOI: 10.1007/s11749-017-0573-z
Abstract: This paper proposes a discrete counterpart of the conventional max-autoregressive process of order one. It is based on the so-called binomial thinning operator and driven by a sequence of independent and identically distributed nonnegative integer-valued… read more here.
Keywords: inar model; model count; process; max inar ... See more keywords