Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764): Difference between revisions
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Latest revision as of 15:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 |
scientific article |
Statements
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (English)
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9 December 2014
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branching process with immigration
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Bessel process
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conditional least squares estimator
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martingale
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unstable \(\mathrm{INAR}(p)\) process
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