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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 951312, 10 pages
http://dx.doi.org/10.1155/2013/951312
Research Article

Nonstationary INAR(1) Process with th-Order Autocorrelation Innovation

1Statistics School, Southwestern University of Finance and Economics, Chengdu, Sichuan 611130, China
2School of Economics, Southwestern University of Finance and Economics, Chengdu, Sichuan 611130, China

Received 7 January 2013; Accepted 17 February 2013

Academic Editor: Fuding Xie

Copyright © 2013 Kaizhi Yu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper is concerned with an integer-valued random walk process with qth-order autocorrelation. Some limit distributions of sums about the nonstationary process are obtained. The limit distribution of conditional least squares estimators of the autoregressive coefficient in an auxiliary regression process is derived. The performance of the autoregressive coefficient estimators is assessed through the Monte Carlo simulations.