关于轻度不稳定整数值 AR(1) 模型渐近行为的说明

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY

Statistics Pub Date : 2024-09-13 DOI:10.1080/02331888.2024.2400185

Ling Peng, Shujin Xie, Xiaohui Liu, Fukang Zhu

引用次数: 0

摘要

本文研究了整数值自回归（INAR）模型的条件最小二乘法（CLS）估计量，重点是 INAR（1）模型。我们的研究揭示了联合极限...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model

This note examines the conditional least squares (CLS) estimators for integer-valued autoregressive (INAR) models, with a focus on the INAR(1) model. Our investigation reveals that the joint limiti...

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来源期刊

Statistics 数学-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 months

期刊介绍： Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.