• 제목/요약/키워드: Negative binomial and Poisson INAR(1) Process

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On the Autocovariance Function of INAR(1) Process with a Negative Binomial or a Poisson marginal

  • Park, You-Sung;Kim, Heeyoung
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.269-284
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    • 2000

  • We show asymptotic normality of the sample mean and sample autocovariances function generated from first-order integer valued autoregressive process(INAR(1)) with a negative binomial or a Poisson marginal. It is shown that a Poisson INAR(1) process is a special case of a negative binomial INAR(1) process.

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