75 research outputs found
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2
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Poisson limit of an inhomogeneous nearly critical INAR(1) model
Full text linkAn inhomogeneous first--order integer--valued autoregressive (INAR(1))
process is investigated, where the autoregressive type coefficient slowly
converges to one. It is shown that the process converges weakly to a Poisson or
a compound Poisson distribution.Comment: Latex2e pdfeTex Version 3, 22 pages, submitted to ACTA Sci. Math.
(Szeged
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
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