Geodesic
Branching Processes with Immigration and Integer-valued Time Series
Serdica Mathematical Journal, Tome 21 (1995) no. 2, pp. 123-136.

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In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.
Keywords: Integer-Valued Time Series, Branching Processes with Immigration, Estimation, Consistency, Asymptotic Normality 
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Dion, J.; Gauthier, G.; Latour, A. Branching Processes with Immigration and Integer-valued Time Series. Serdica Mathematical Journal, Tome 21 (1995) no. 2, pp. 123-136. http://geodesic.mathdoc.fr/item/SMJ2_1995_21_2_a2/