Asymptotic behavior of unstable INAR(\(p\)) processes

DOI10.1016/j.spa.2010.11.005zbMath1241.62122arXiv0908.4560OpenAlexW2061687923MaRDI QIDQ550155

Mátyás Barczy, Gyula Pap, Márton Ispány

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.4560

zbMATH Keywords

Cox-Ingersoll-Ross processsquared Bessel processesBoston armed robberies data set

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Limit theorems in probability theory (60F99)

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