Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
DOI10.1186/1687-1847-2014-99zbMATH Open1343.60103OpenAlexW2120854778WikidataQ59323872 ScholiaQ59323872MaRDI QIDQ738398FDOQ738398
Authors: Mingtian Tang, Yunyan Wang 
Publication date: 2 September 2016
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2014-99
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Cites Work
- Generalized autoregressive conditional heteroscedasticity
- Markov Chains and Stochastic Stability
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Nonlinear time series. Nonparametric and parametric methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- On random coefficient INAR(1) processes
- First-order random coefficient integer-valued autoregressive processes
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- Threshold models in non-linear time series analysis
- Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
- Some geometric mixed integer-valued autoregressive (INAR) models
- On nonergodicity for nonparametric autoregressive models
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Conditional \(L_1\) estimation for random coefficient integer-valued autoregressive processes
Cited In (6)
- Random environment integer-valued autoregressive process
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- Estimation for random coefficient integer-valued autoregressive model under random environment
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Generalized random environment INAR models of higher order
- The asymptotic behavior of \(\mathrm{INAR}(p)\) models
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