Some asymptotic properties in INAR(1) processes with Poisson marginals

DOI10.1007/BF02925270zbMath1091.62527MaRDI QIDQ1381202

Chan Wook Oh, Yousung Park

Publication date: 1997

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925270

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

60K25: Queueing theory (aspects of probability theory)

Related Items

GENERALIZED INTEGER-VALUED AUTOREGRESSION, On first-order integer-valued autoregressive process with Katz family innovations, Improved estimation for Poisson INAR(1) models, First‐order integer valued AR processes with zero inflated poisson innovations, The effects of additive outliers in INAR(1) process and robust estimation, Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators, Zero truncated Poisson integer-valued AR\((1)\) model, Estimation in conditional first order autoregression with discrete support, A non-stationary integer-valued autoregressive model, A conditional count model for repeated count data and its application to GEE approach, Replicated INAR(1) processes, Asymptotic properties of CLS estimators in the Poisson AR(1) model, Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes, Bias-correction of some estimators in the INAR(1) process

Cites Work

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