The Asymptotic Behavior of INAR (p) Models

Mingtian Tang and Yunyan Wang

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 14, 3047-3056

Abstract: 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 β-mixing property with exponential decay for the INAR model with random time delay under random environment are developed.

Date: 2014
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DOI: 10.1080/03610926.2012.694544

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