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 (2)

• Asymptotic behavior of unstable INAR(p) processes
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models

Cited by in corpus (3)

• Asymptotic behavior of CLS estimators for unstable INAR(2) models
• Statistical inference for critical continuous state and continuous time branching processes with immigration
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration