Ispány, Márton and Pap, Gyula and van Zuijlen, M. C. A. (2003) Asymptotic inference for nearly unstable INAR(1) models. Journal of Applied Probability, 40 (3). pp. 750-765. ISSN 0021-9002
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Official URL: http://dx.doi.org/10.1239/jap/1059060900
Abstract
A sequence of first-order integer-valued autoregressive (INAR(1)) processes is investigated, where the autoregressive-type coefficient converges to 1. It is shown that the limiting distribution of the conditional least squares estimator for this coefficient is normal and the rate of convergence is n(3/2). Nearly critical Galton-Watson processes with unobservable immigration are also discussed.
Item Type: | Article |
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Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
Depositing User: | Erika Bilicsi |
Date Deposited: | 09 Apr 2013 06:46 |
Last Modified: | 09 Apr 2013 06:46 |
URI: | http://real.mtak.hu/id/eprint/4684 |
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