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20072026
most citedAsymptotic theory of least squares estimators for nearly unstable processes under strong dependence

42 citations · 107 across the 9 of their papers we have counts for

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stat.ME2021

Nearly Unstable Integer-Valued ARCH Process and Unit Root Testing

Wagner Barreto-Souza, Ngai Hang Chan

This paper introduces a Nearly Unstable INteger-valued AutoRegressive Conditional Heteroskedasticity (NU-INARCH) process for dealing with count time series data. It is proved that…