Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models

Abstract

In this paper the asymptotic behavior of conditional least squares estimators of the autoregressive parameter for nonprimitive unstable integer-valued autoregressive models of order 2 (INAR(2)) is described.

35 pages

References in corpus (1)

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