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Nonstationary INAR(1) Process with qth-Order Autocorrelation Innovation
Joint Authors
Shi, Daimin
Yu, Kaizhi
Zou, Hong
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-16
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper is concerned with an integer-valued random walk process with qth-order autocorrelation.
Some limit distributions of sums about the nonstationary process are obtained.
The limit distribution of conditional least squares estimators of the autoregressive coefficient in an auxiliary regression process is derived.
The performance of the autoregressive coefficient estimators is assessed through the Monte Carlo simulations.
American Psychological Association (APA)
Yu, Kaizhi& Zou, Hong& Shi, Daimin. 2013. Nonstationary INAR(1) Process with qth-Order Autocorrelation Innovation. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-510835
Modern Language Association (MLA)
Yu, Kaizhi…[et al.]. Nonstationary INAR(1) Process with qth-Order Autocorrelation Innovation. Abstract and Applied Analysis No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-510835
American Medical Association (AMA)
Yu, Kaizhi& Zou, Hong& Shi, Daimin. Nonstationary INAR(1) Process with qth-Order Autocorrelation Innovation. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-510835
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-510835