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Stationary solutions for integer-valued autoregressive processes - MaRDI portal

Stationary solutions for integer-valued autoregressive processes (Q2569980)

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Stationary solutions for integer-valued autoregressive processes
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    Stationary solutions for integer-valued autoregressive processes (English)
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    24 October 2005
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    The authors consider integer-valued autoregressive processes, such as have been considered in a special case by E. McKenzie in several papers. He uses the multiplicator or `thinning operator' \(\odot\) as introduced by Van Harn and the reviewer. The present authors generalize these processes by use of an extension of the thinning operator by \textit{K. van Harn, F. W. Steutel} and \textit{W. Vervaat} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 61, 97--118 (1982; Zbl 0476.60016)]. This operator, denoted by \({\odot}_{F}\) is used to define and analyse a class of integer-valued autoregressive processes, indexed by a semigroup \(F\), which determines the multiplicator.
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    thinning
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