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• W2061687923 abstract "In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of order p (INAR(p)) is described. Under a natural assumption it is proved that the sequence of appropriately scaled random step functions formed from an unstable INAR(p) 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 p. An application for Boston armed robberies data set is presented." @default.
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• W2061687923 date "2011-03-01" @default.
• W2061687923 modified "2023-09-27" @default.
• W2061687923 title "Asymptotic behavior of unstable INAR(<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si9.gif display=inline overflow=scroll><mml:mi>p</mml:mi></mml:math>) processes" @default.
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• W2061687923 doi "https://doi.org/10.1016/j.spa.2010.11.005" @default.
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