Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764)

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Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
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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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