Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation

DOI10.1186/1687-1847-2014-99zbMath1343.60103OpenAlexW2120854778WikidataQ59323872 ScholiaQ59323872MaRDI QIDQ738398

Mingtian Tang, Yunyan Wang

Publication date: 2 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-99

zbMATH Keywords

Markov chainrandom environmentstationaritynonlinear time seriesgeometric ergodicity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

Related Items (5)

Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ A non-linear random environment \(\mathrm{INAR}(1)\) model ⋮ Generalized random environment INAR models of higher order ⋮ Random environment integer-valued autoregressive process ⋮ Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal

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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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