Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs
随机乘法与随机求和:整数随机输入的类自回归模型
A common approach to analyze count time series is to fit models based on random sum operators. As an alternative, this paper introduces time series models based on a random multiplication operator, which is simply the multiplication of a variable operand by an integer-valued random coefficient, whose mean is the constant operand. Such operation is endowed into auto-regressive-like models with integer-valued random inputs, addressed as RMINAR. Two special variants are…