@article{Pirković_Ristić_Nastić_2023, title={Random Environment Integer-Valued Autoregressive Process with Discrete Laplace Marginal Distributions}, volume={21}, url={https://revstat.ine.pt/index.php/REVSTAT/article/view/430}, DOI={10.57805/revstat.v21i4.430}, abstractNote={<p>A new random environment integer-valued autoregressive process of order 1 with discrete Laplace marginal distributions and with <em>r</em> states (abbrev. RrDLINAR<sub>1</sub>(<em>M</em>, <em>A</em>)) is introduced. It is shown that this process is distributed as a difference of two independent generalized random environment integer-valued autoregressive processes, when their orders are equal to 1. Other distributional and correlation properties of the RrDLINAR<sub>1</sub>(<em>M</em>, <em>A</em>) process are discussed. Strongly consistent Yule-Walker estimates are defined. The method of moments is implemented for different cases of simulated samples. Finally, the proposed model is applied to real-life data and the obtained results show its effectiveness.</p>}, number={4}, journal={REVSTAT-Statistical Journal}, author={Pirković , Bogdan A. and Ristić, Miroslav M. and Nastić, Aleksandar S.}, year={2023}, month={Nov.}, pages={469–490} }