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

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  • Shimin Li
  • Hui Jiang
  • Shaochen Wang

Abstract

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.

Suggested Citation

  • Shimin Li & Hui Jiang & Shaochen Wang, 2018. "Large and moderate deviations for the total population in the nearly unstable INAR(1) model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(7), pages 1718-1730, April.
    • Handle: RePEc:taf:lstaxx:v:47:y:2018:i:7:p:1718-1730
    DOI: 10.1080/03610926.2017.1324988
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