Statistical inference for first-order random coefficient integer-valued autoregressive processes

DOI10.1186/s13660-015-0886-yzbMath1333.62219OpenAlexW2178514267WikidataQ59436375 ScholiaQ59436375MaRDI QIDQ264371

Yadi Hu, Zhi-Wen Zhao

Publication date: 31 March 2016

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

Full work available at URL: https://doi.org/10.1186/s13660-015-0886-y

zbMATH Keywords

asymptotic distributionleast-squares methodrandom coefficient integer-valued autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

A new estimation for INAR(1) process with Poisson distribution ⋮ The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model ⋮ Statistical inference for the new INAR(2) models with random coefficient ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

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