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The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
11 June 2009
F. C. Drost
R. V. D. Akker
B. Werker
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Papers citing
"The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models"
5 / 5 papers shown
Title
Nearly Unstable Integer-Valued ARCH Process and Unit Root Testing
W. Barreto‐Souza
N. Chan
13
3
0
16 Jul 2021
On the asymptotic structure of Brownian motions with a small lead-lag effect
Yuta Koike
83
4
0
14 Jan 2016
Asymptotic behavior of CLS estimators for unstable INAR(2) models
M. Barczy
M. Ispány
G. Pap
53
6
0
08 Feb 2012
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
M. Barczy
M. Ispány
G. Pap
67
10
0
23 Jun 2010
Outliers in INAR(1) models
M. Barczy
M. Ispány
G. Pap
M. Scotto
Maria Eduarda Silva
98
5
0
13 Mar 2009
1