Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model

DOI10.1214/18-BJPS405zbMath1426.62261MaRDI QIDQ2318633

Yanyan Li

Publication date: 15 August 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1560153855

zbMATH Keywords

asymptotic distributionconditional least squarestime series modelmaximum quasi-likelihoodweighted conditional least squares\(\mathrm{DDRCINAR}(p)\) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ A new bivariate autoregressive model driven by logistic regression

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