Statistical inference for the new INAR(2) models with random coefficient

DOI10.1186/s13660-019-2068-9zbMath1499.62330OpenAlexW2947066495WikidataQ127950950 ScholiaQ127950950MaRDI QIDQ2067850

Xu Wang

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-019-2068-9

zbMATH Keywords

asymptotic distributionrandom coefficient modelsINAR process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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