Existence of a Periodic and Seasonal INAR Process
给出了周期相关和季节性非负整数值自回归过程存在唯一性的谱准则，推导了其周期平稳分布的均值和协方差结构，并提出了基于移民生成表示的并行模拟方法。
A spectral criterion involving the model parameters is given for the existence and uniqueness of a periodically correlated and seasonal non‐negative integer‐valued autoregressive process. The structure of the mean and covariance functions of the periodically stationary distribution of the model is derived using its implicit state‐space representation. Two infinite series representations for the process, the moving average, and the immigrant generation, are established. Based on the latter representation, a novel and parallelizable simulation method is proposed to generate the process.