Large and moderate deviations for the total population in the nearly unstable INAR(1) model

作者:Li, Shimin; Jiang, Hui*; Wang, Shaochen
来源:Communications in Statistics - Theory and Methods, 2018, 47(7): 1718-1730.
DOI:10.1080/03610926.2017.1324988

摘要

This paper considers the non negative integer-valued autoregressive process with order one (INAR(1)), where the autoregression parameter is close to unity. Using the methods introduced by Yu, Wang, and Chen (2016), the large and moderate deviations with explicit rate functions for the total population of this process can be obtained.