The nonstatioary INAR(1) process with moving average components

zbMATH Open1272.93134MaRDI QIDQ2849697FDOQ2849697

Authors: Hong Zou, Daimin Shi, Kaizhi Yu 

Publication date: 24 September 2013

Published in: Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms (Search for Journal in Brave)

Full work available at URL: http://online.watsci.org/abstract_pdf/2013v20/v20n4b-pdf/3.pdf

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zbMATH Keywords

limit distributionnonstationaryWiener processconditional least squaresMonte Carlo simulationinteger-valued time seriesauxiliary regression process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cited In (5)

• Noncausal counting processes: a queuing perspective
• NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE
• Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation
• The study on limit distributions of the estimator of non-stationary INAR(1) process
• Additive outliers in INAR(1) models

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