Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764)
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scientific article; zbMATH DE number 6378750
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| English | Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 |
scientific article; zbMATH DE number 6378750 |
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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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0.88890904
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0.8840116
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0.88264084
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0.88143945
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0.88122666
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0.8786385
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0.87778234
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