Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
Statistics Theory
2010-06-25 v1 Probability
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.1006.4641,
title = {Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models},
author = {Matyas Barczy and Marton Ispany and Gyula Pap},
journal= {arXiv preprint arXiv:1006.4641},
year = {2010}
}
Comments
35 pages