Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

We would also like to acknowledge support from the KAUST Research Fund (Grant No.: NIH 1R01EB028753-01). Part of this study was performed by Matheus B. Guerrero (Master’s Thesis) at the Department of Statistics of the Universidade Federal de Minas Gerais. W. Barreto-Souza also thanks Conselho Nacional de Desenvolvimento Cientifico e Tecnologico for financial support (CNPq-Brazil; grant number: 305543/2018-0).