非原始不稳定INAR(2)模型自回归参数CLS估计的渐近性
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
摘要:
本文讨论了二阶非本原不稳定整数值自回归模型(INAR(2))参数的条件最小二乘估计的渐近性态。
英文摘要:
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.
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