First-order integer-valued autoregressive process with Markov-switching coefficients

DOI10.1080/03610926.2020.1813302OpenAlexW3081987421MaRDI QIDQ5092673

Feilong Lu, De-Hui Wang

Publication date: 22 July 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1813302

zbMATH Keywords

maximum likelihood estimationMarkov-switching modelthinning operationINAR

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

First-order binomial autoregressive processes with Markov-switching coefficients

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