Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

DOI10.1007/s00362-017-0884-xzbMath1432.62288OpenAlexW2586308959MaRDI QIDQ2010809

Yanyan Li

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0884-x

zbMATH Keywords

random coefficient modelsscore testinteger-valued time seriesthinning parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (7)

A new estimation for INAR(1) process with Poisson distribution ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ First-order integer-valued autoregressive process with Markov-switching coefficients ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ Model-based INAR bootstrap for forecasting INAR\((p)\) models ⋮ Locally most powerful test for the random coefficient autoregressive model ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

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