Generalized RCINAR(p) Process with Signed Thinning Operator

We propose a new integer-valued time series process, called generalized pth-order random coefficient integer-valued autoregressive process with signed thinning operator. This kind of process is appropriate for modeling negative integer-valued time series; strict stationarity and ergodicity of the process are established. Estimators of the model's parameters are derived and their properties are studied via simulation. We apply our process to a real data example.