Room P4.35, Mathematics Building

Maria Eduarda Silva, Universidade do Porto
Integer-valued AR models

During the last decades there has been considerable interest in integer-valued time series models and a large volume of work is now available in specialized monographs. Motivation to study discrete data models comes from the need to account for the discrete nature of certain data sets, often counts of events, objects or individuals. Examples of applications can be found in the analysis of time series of count data in many areas. Among the most successful integer-valued time series models proposed in the literature are the INteger-valued AutoRegressive model of order 1 (INAR(1)). In this talk the statistical and probabilistic properties of the INAR(1) models are reviewed.