The nonstatioary INAR(1) process with moving average components

MaRDI QIDQ2849697zbMATH OpenFDO

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

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)

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