Nonstationary INAR(1) process with qth-order autocorrelation innovation

DOI10.1155/2013/951312zbMATH Open1280.62109OpenAlexW2053106458WikidataQ58917801 ScholiaQ58917801MaRDI QIDQ370343FDOQ370343

Authors: Hong Zou, Daimin Shi, Kaizhi Yu 

Publication date: 19 September 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/951312

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)

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Cited In (2)

• The nonstatioary INAR(1) process with moving average components
• The study on limit distributions of the estimator of non-stationary INAR(1) process

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