The Asymptotic Behavior of INAR (p) Models |
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| Authors: | Mingtian Tang |
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| Institution: | School of Science, Jiangxi University of Science and Technology, Jiangxi, China |
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| 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. |
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| Keywords: | Markov chains Geometric ergodicity Nonlinear time series Random environment Random time delay |
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