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The asymptotic structure of nearly unstable non-negative integer-valued
  AR(1) models

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
ArXiv (abs)PDFHTML

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
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
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
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
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
Outliers in INAR(1) models
M. Barczy
M. Ispány
G. Pap
M. Scotto
Maria Eduarda Silva
98
5
0
13 Mar 2009
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