Asymptotic behavior of unstable INAR(p) processes

Author:

Barczy M.,Ispány M.,Pap G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference45 articles.

1. First order integer-valued autoregressive INAR(1) process;Al-Osh;J. Time Ser. Anal.,1987

2. An integer-valued pth-order autoregressive structure (INAR(p)) process;Al-Osh;J. Appl. Probab.,1990

3. M. Barczy, M. Ispány, G. Pap, Asymptotic behavior of unstable INAR(p) processes, 2009. Available on the arXiv: http://arxiv.org/abs/0908.4560.

4. Convergence of Probability Measures;Billingsley,1999

5. Mixed INAR(1) Poisson regression models: analyzing heterogeneity and serial dependencies in longitudinal count data;Böckenholt;J. Econometrics,1999

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