The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860)
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scientific article; zbMATH DE number 5816115
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| English | The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models |
scientific article; zbMATH DE number 5816115 |
Statements
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (English)
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15 November 2010
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branching process with immigration
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integer-valued time series
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local-to-unity asymptotics
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near unit root
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Poisson limit experiment
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0.8456494808197021
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0.8321734666824341
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0.8091303110122681
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0.8025457262992859
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