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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    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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