We propose a pth-order integer-valued autoregressive processes with signed generalized
power series thinning operator. Strictly stationarity, ergodicity of the process, the moments …

This paper examines a bivariate count time series with some curious statistical features:
Saffir–Simpson Category 3 and stronger annual hurricane counts in the North Atlantic and …

In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of
order p (INAR (p)) is described. Under a natural assumption it is proved that the sequence of …

Linear processes have been one of the most fundamental tools in modeling serially
dependent data. These models and methods heavily depend on Gaussian processes and …

In this article, we propose an extension of integer‐valued autoregressive INAR models.
Using a signed version of the thinning operator, we define a larger class of‐valued …

Exact and Approximate Bayesian Inference for Low Integer-Valued Time Series Models with
Intractable Likelihoods Page 1 Bayesian Analysis (2016) 11, Number 2, pp. 325–352 Exact and …

Selecting between competing statistical models is a challenging problem especially when
the competing models are non-nested. An effective algorithm is developed in a Bayesian …

We deal with Bayesian model selection for beta autoregressive processes. We discuss the
choice of parameter and model priors with possible parameter restrictions and suggest a …

Integer valued AR (INAR) processes are perfectly suited for modelling count data. We
consider the inclusion of explanatory variables into the INAR model to extend the …

Integer‐valued autoregressive (INAR) processes have been introduced to model non‐
negative integer‐valued phenomena that evolve in time. The distribution of an INAR (p) …