Asymptotic inference for nearly unstable INAR(1) models

By Marton Ispany, Gyula Pap, M. V. Zuijlen. Journal of Applied Probability, 2003

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Efficient probabilistic forecasts for counts (2011, background): “It was further investigated by, among others, Du and Li (1991), Dion et al. (1995), Latour (1998), Ispany et al. (2003), Freeland and McCabe (2004), Jung et al. (2005), McCabe and Martin (2005), Silva and Oliveira (2005), Jung and Tremayne (2006), Zhu and Joe (2006), Neal and Subba Rao (2007), Bu…”
Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) (2008, unknown): “For p = 1, inference in the nonstationary INAR(p) model, that is θ1 ≈ 1, has been discussed in Ispány et al. (2003a, 2003b, 2005) and Drost et al. (2006a).”
Count Time Series Models (2012, background): “In Ispány et al. (2003), the authors study the INAR(1) model where the autoregressive coefficient a1 = a1n satisfies a1n = 1 − γn/n with γn → γ > 0.”