Nonstationary INAR(1) Process with th-Order Autocorrelation Innovation
نویسندگان
چکیده
منابع مشابه
Nonstationary INAR(1) Process with qth-Order Autocorrelation Innovation
and Applied Analysis 3 the autoregressive coefficient estimator. For the nonstationary of continuous-valued time series, we often need to examine whether the characteristic polynomial of AR(1) process has a unit root. Thus, we want to see if we can find the limiting distribution of the autoregressive coefficient estimator. Let us present a result that is needed later on. Lemma 3. Suppose that Z...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2013
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2013/951312