Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 |
scientific article |
Statements
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (English)
0 references
9 December 2014
0 references
branching process with immigration
0 references
Bessel process
0 references
conditional least squares estimator
0 references
martingale
0 references
unstable \(\mathrm{INAR}(p)\) process
0 references
0 references
