45 citations · 152 across the 64 of their papers we have counts for
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math.PR2009★ 45 cited
Asymptotic behavior of unstable INAR(p) processes
Matyas Barczy, Marton Ispany, Gyula Pap
In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of order p (INAR(p)) is described. Under a natural assumption it is proved that the sequenc…
math.PR2009★ 3 cited
Outliers in INAR(1) models
Matyas Barczy, Marton Ispany, Gyula Pap +2
In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail. Moreover, parameter estimation is…