We propose and study integer-valued time series models with the discrete Laplace marginal distribution. These models allow for positive and negative values. The model with symmetric discrete Laplace marginal allows for positive and negative autocorrelation. As an illustration, we have applied the proposed models to real-life data sets.
Digital Object Identifier (DOI)
M. Agwa, Ahmed; A A Aly, Emad-Eldin; and M. Gabr, M.
"On Some Stationary Inar Models with Discrete Laplace Marginals,"
Applied Mathematics & Information Sciences: Vol. 13
, Article 3.
Available at: https://dc.naturalspublishing.com/amis/vol13/iss2/3