Noncausal counting processes: A queuing perspective

We introduce noncausal counting processes, defined by time-reversing an INAR(1) process, a non-INAR(1) Markov affine counting process, or a random coefficient INAR(1) [RCINAR(1)] process. The noncausal processes are shown to be generically time irreversible and their calendar time dynamic properties are unreplicable by existing causal models. In particular, they allow for locally bubble-like explosion, while at the same time preserving stationarity. Many of these processes have also closed form calendar time conditional predictive distribution, and allow for a simple queuing interpretation, similar as their causal counterparts.