The Asymptotic Behavior of INAR (p) Models

被引：1
|
作者：
Tang, Mingtian [1 ]
Wang, Yunyan [1 ]
机构：
[1] Jiangxi Univ Sci & Technol, Sch Sci, Ganzhou 341000, Jiangxi, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 14期
关键词：
Markov chains; Geometric ergodicity; Nonlinear time series; Random environment; Random time delay; AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; TIME-SERIES;
D O I：
10.1080/03610926.2012.694544
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
An integer-valued autoregressive model with random time delay under random environment is presented. The geometric ergodicity of the iterative sequence determined by this new model is discussed. Moreover, sufficient conditions for stationarity and beta-mixing property with exponential decay for the INAR model with random time delay under random environment are developed.
引用
下载
收藏
页码：3047 / 3056
页数：10
相关论文
共 50 条
  • [31] Asymptotic behavior of homogeneous cosmological models on the brane
    Chakraborty, S
    MODERN PHYSICS LETTERS A, 2003, 18 (17) : 1197 - 1203
  • [32] Stabilization and asymptotic behavior of dispersive medium models
    Nicaise, Serge
    SYSTEMS & CONTROL LETTERS, 2012, 61 (05) : 638 - 648
  • [33] ASYMPTOTIC BEHAVIOR IN SOME EIKONAL MODELS FOR PRODUCTION
    CALUCCI, G
    NUCLEAR PHYSICS B, 1973, B 53 (02) : 313 - 322
  • [34] Asymptotic behavior of Bayesian learners with misspecified models
    Esponda, Ignacio
    Pouzo, Demian
    Yamamoto, Yuichi
    JOURNAL OF ECONOMIC THEORY, 2021, 195
  • [35] SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS
    Irle, Albrecht
    Kauschke, Jonas
    Lux, Thomas
    Milakovic, Mishael
    ADVANCES IN COMPLEX SYSTEMS, 2011, 14 (03): : 359 - 376
  • [36] Optimality of the Asymptotic Behavior of the Energy for Wave Models
    Reissig, Michael
    MODERN ASPECTS OF THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS, 2011, 216 : 291 - 315
  • [37] A review of hydrodynamical models for semiconductors: Asymptotic behavior
    Hailiang Li
    Peter Markowich
    Boletim da Sociedade Brasileira de Matemática - Bulletin/Brazilian Mathematical Society, 2001, 32 : 321 - 342
  • [38] ASYMPTOTIC BEHAVIOR OF ELECTROPRODUCTION AMPLITUDES IN LADDER MODELS
    SAKAI, N
    PROGRESS OF THEORETICAL PHYSICS, 1970, 44 (06): : 1643 - &
  • [39] A review of hydrodynamical models for semiconductors: asymptotic behavior
    Li, HL
    Markowich, P
    BOLETIM DA SOCIEDADE BRASILEIRA DE MATEMATICA, 2001, 32 (03): : 321 - 342
  • [40] Improved estimation for Poisson INAR(1) models
    Bourguignon, M.
    Vasconcellos, K. L. P.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (12) : 2425 - 2441
12345