Some asymptotic properties in INAR(1) processes with Poisson marginals

Statistical Papers

Volumn 38, Issue 3, 1997, Pages 287-302

  Park, YouSung ^a   Oh, Chan Wook ^a  

^a Korea University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0642275676     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02925270     Document Type: Article

References (9)

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3. Aly, A. A. and Bouzar, N. (1994) On some integer-valued autoregressive moving average models. J. Mult. Anl. 50, 132-151.
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9. Steutel, F. W. and Vervaat, W. and Wolfe, S. J. (1983) Integer valued branching processes with immigration. Adv. Appl. Prob. 15, 713-725.