Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation

DOI10.1155/2013/951312zbMath1280.62109OpenAlexW2053106458WikidataQ58917801 ScholiaQ58917801MaRDI QIDQ370343

Hong Zou, Daimin Shi, Kai Zhi Yu

Publication date: 19 September 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/951312

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50)

Cites Work

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