Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models

Details Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models

2010-06-23

arxiv.org/abs/1006.4641v1

Mathematics

Statistics Theory

35 pages

Scientific paper

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.

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