This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is obtained, showing that the limit experiment is Poissonian.This Poisson limit experiment is used to construct efficient estimators and tests
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
We determine the limiting behavior of near-integrated first-order random coefficient autoregressive ...
This paper considers integer-valued autoregressive processes where the autoregression parameter is c...
An inhomogeneous first-order integer-valued autoregressive (INAR(1)) process is investigated, where ...
Abstract. A sequence of rst{order integer{valued autoregressive type (INAR(1)) processes is investig...
The rst{order integer{valued autoregressive (INAR(1)) process is investigated, where the autoregress...
In this paper nearly unstable AR(p) processes (in other words, models with characteristic roots near...
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalu...
Integer-valued autoregressive (INAR) processes have been introduced to model non-negative integer-va...
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive p...
A unified asymptotic theory for nearly unstable higher order autoregressive processes and their leas...
Abstract. This article considers a mean zero stationary first-order autoregressive (AR) model. It is...
We consider integer-valued autoregressive models of order one contaminated with in-novational outlie...
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, where the...
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
We determine the limiting behavior of near-integrated first-order random coefficient autoregressive ...
This paper considers integer-valued autoregressive processes where the autoregression parameter is c...
An inhomogeneous first-order integer-valued autoregressive (INAR(1)) process is investigated, where ...
Abstract. A sequence of rst{order integer{valued autoregressive type (INAR(1)) processes is investig...
The rst{order integer{valued autoregressive (INAR(1)) process is investigated, where the autoregress...
In this paper nearly unstable AR(p) processes (in other words, models with characteristic roots near...
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalu...
Integer-valued autoregressive (INAR) processes have been introduced to model non-negative integer-va...
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive p...
A unified asymptotic theory for nearly unstable higher order autoregressive processes and their leas...
Abstract. This article considers a mean zero stationary first-order autoregressive (AR) model. It is...
We consider integer-valued autoregressive models of order one contaminated with in-novational outlie...
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, where the...
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Dev...
We determine the limiting behavior of near-integrated first-order random coefficient autoregressive ...