Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
Matyas BarczyMarton IspanyGyula Pap
所有作者
Matyas BarczyMarton IspanyGyula Pap
文献摘要
In this paper the asymptotic behavior of conditional least squares estimators
of the autoregressive parameter for nonprimitive unstable integer-valued
autoregressive models of order 2 (INAR(2)) is described.