P阶整值自回归模型及其平稳性

THE INTEGER VALUED AUTORESSIYE MODEL WITH DEPENDENCE AND STATIONARY

本文讨论了具有p步依赖的整值自回归模型INAR(p)的建模,从理论上证明了INAR(p)的存在性及遍历性,给出了INAR(p)的平稳条件。

The integer-valued autoregressive model INAR with lag-p dependence is discussed. The existence and ergodic properties of INAR are proved. It shows that the correlation structure of INAR is similar to that of the continuous-valued AR