Comment on "Under-reported data analysis with INAR-hidden Markov chains"
In Fernandez-Fontelo et al (Statis. Med. 2016, DOI 10.1002/sim.7026) hidden integer-valued autoregressive (INAR) processes are used to estimate reporting probabilities for various diseases. In this comment it is demonstrated that the Poisson INAR(1) model with time-homogeneous underreporting can be expressed equivalently as a completely observed INAR(inf) model with a geometric lag structure. This implies that estimated reporting probabilities depend on the assumed lag structure of the latent process.
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