کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155750 958764 2011 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic behavior of unstable INAR(pp) processes
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Asymptotic behavior of unstable INAR(pp) processes
چکیده انگلیسی

In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of order pp (INAR(pp)) is described. Under a natural assumption it is proved that the sequence of appropriately scaled random step functions formed from an unstable INAR(pp) process converges weakly towards a squared Bessel process. We note that this limit behavior is quite different from that of familiar unstable autoregressive processes of order pp. An application for Boston armed robberies data set is presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 3, March 2011, Pages 583–608
نویسندگان
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