{"paper":{"title":"Asymptotic behavior of CLS estimators for unstable INAR(2) models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","stat.TH"],"primary_cat":"math.ST","authors_text":"Gyula Pap, Marton Ispany, Matyas Barczy","submitted_at":"2012-02-08T07:54:18Z","abstract_excerpt":"In this paper the asymptotic behavior of the conditional least squares estimators of the autoregressive parameters $(\\alpha,\\beta)$, of the stability parameter $\\varrho := \\alpha + \\beta$, and of the mean $\\mu$ of the innovation $\\vare_k$, $k \\in \\NN$, for an unstable integer-valued autoregressive process $X_k = \\alpha \\circ X_{k-1} + \\beta \\circ X_{k-2} + \\vare_k$, $k \\in \\NN$, is described. The limit distributions and the scaling factors are different according to the following three cases: (i) decomposable, (ii) indecomposable but not positively regular, and (iii) positively regular models."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.1617","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}