On random coefficient INAR(1) processes
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Publication:1935708
DOI10.1007/s11425-012-4547-zzbMath1271.60094arXiv1204.3316MaRDI QIDQ1935708
Alexander Roitershtein, Zheng Zhong
Publication date: 19 February 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3316
60F05: Central limit and other weak theorems
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60K37: Processes in random environments
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Related Items
Thinning-based models in the analysis of integer-valued time series: a review, Quasistochastic matrices and Markov renewal theory, Statistical inference for first-order random coefficient integer-valued autoregressive processes, Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation, Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
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