arXiv (All)
open access
Consistent intercept estimation and inference for unit-root INAR(2) processes
\citet{barczy2014asymptotic} showed that the ordinary least-squares (OLS) estimator of the innovation mean is inconsistent for a unit-root INAR(2) process. We construct a consistent intercept estimator using inverse-time weighted least squares (WLS) and derive its mixed-rate asymptotics: the interce
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Learning the exogenous rate but not the distance to criticality in nearly unstable heavy-tailed Hawkes processes#1142869
- Hutch#: Optimal non-adaptive Frobenius norm estimation#1075941
- Measurement of the branching fractions of doubly Cabibbo-suppressed $\textit{D}$ decays#419920
- The high-dimensional asymptotics of first order methods with random data#152953
- A Characterization of the $M$-tests Under Nearly Integrated Nearly White Noise#1104703
Record · ID 1049082
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive