Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
classification
🧮 math.ST
math.PRstat.TH
keywords
autoregressiveasymptoticbehaviorinarmodelsnonprimitiveparameterunstable
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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.
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