Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
Work
Year: 2014
Type: article
Abstract: This paper proposes a first-order random coefficient integer-valued autoregressive model under random environment by introducing a Markov chain with a finite state space. We derive conditions for stat... more
Source: Advances in Difference Equations
Authors Mingtian Tang, Yunyan Wang
Institution Jiangxi University of Science and Technology
Cites: 19
Cited by: 7
Related to: 10
FWCI: 0.595
Citation percentile (by year/subfield): 77.42
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $1,300