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

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页码：3047 / 3056

页数：10

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