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A criterion is given for the existence of a stationary and causal multivariate integer-valued autoregressive process, MGINAR(p). The autocovariance function of this process being identical to the autocovariance function of a standard Gaussian MAR(p), we deduce that the MGINAR(p) process is nothing but a MAR(p) process. Consequently, the spectral density is directly found and gives good insight into the stochastic structure of a MGINAR(p). The estimation of parameters of the model, as well as the forecasting of the series, is discussed.
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