Large and moderate deviations for the total population in the nearly unstable INAR(1) model

DOI10.1080/03610926.2017.1324988zbMath1391.60213OpenAlexW2616796690MaRDI QIDQ4563483

Shaochen Wang, Hui Jiang, Shimin Li

Publication date: 1 June 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1324988

zbMATH Keywords

large deviationsmoderate deviationsINAR model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration ⋮ INAR(1) processes with inflated-parameter generalized power series innovations

Cites Work

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• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
• Moments, moderate and large deviations for a branching process in a random environment
• Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Asymptotic inference for nearly unstable INAR(1) models
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Branching processes with immigration

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