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Models of integer-valued time series
 Vagaský, Ján ; Prášková, Zuzana (advisor) ; Jonáš, Petr (referee)
In this thesis models of integer-valued time series based on random sums of random variables are studied. We describe basic properties of a simple branching process, an INAR(1) process and a first- order binomial autoregresive process. We prove the Markov property of each of these processes and study conditions required for the processes to be weak-stationary. Using generating functions of random variables we derive moments and cumulants up to the fourth order for INAR(1) process and binomial AR(1) process. Powered by TCPDF (www.tcpdf.org)
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