Summary In this paper we study the integer-valued autoregressive model, which belongs to the class of thinning models with count data.We mainly focus on the random coefficient integer-valued autoregressive (RCINAR) model and propose a conditional least absolute deviation (CL 1 ) method to...

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...