INAR模型:Integer-valued autoregressive Model Learning

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The Iteger-valued AutoRegressive (INAR) processes were introduced in the literature by AlOsh and Alzaid(1987)and McKenzie(1988)for Modelling correlated series of counts. These processes have been considered as the discrete counter part of AR processes, but their highly nonlinear characteristics lead to some statistically challenging problems！奉献给有志于研究INAR模型及其实证的兄长们！！
   INAR很少有在国内股市有实证研究的，模型过于复杂，这不是ARIMA。。




   

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关键词：Learning earning autoreg Integer regress literature problems counter 模型

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