A mixed integer‐valued autoregressive model of order p is proposed. The existence of this unique, stationary and ergodic process is proved and its autocorrelation structure and some conditional stochastic characteristics are derived. Model parameters are estimated via Yule‐Walker, conditional least squares and conditional maximum likelihood methods. Finally, possible application of the model to real data sets is considered.
No takes yet. Share an insight, caveat, or question.
Ristić et al. (2012) studied this question.
Synapse has enriched 2 closely related papers on similar clinical questions. Consider them for comparative context: