Nearly unstable integer‐valued ARCH process and unit root testing

DOI10.1111/sjos.12689arXiv2107.07963OpenAlexW3185525343MaRDI QIDQ6196809

Wagner Barreto-Souza, Ngai Hang Chan

Publication date: 15 March 2024

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.07963

zbMATH Keywords

limit theoremsinferencestochastic integralcount time seriesCox-Ingersoll-Ross diffusion process

Mathematics Subject Classification ID

Statistics (62-XX)

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