A zero-inflated geometric INAR(1) process with random coefficient
Many real-life count data are frequently characterized by overdispersion, excess zeros and autocorrelation. Zero-inflated count time series models can provide a powerful procedure to model this type of data. In this paper, we introduce a new stationary first-order integer-valued autoregressive process with random coefficient and zero-inflated geometric marginal distribution, named ZIGINAR process, which contains some sub-models as special cases. Several properties of the process are established....