Conditional L₁ estimation for random coefficient integer-valued autoregressive processes

DOI10.1524/STRM.2013.1093MaRDI QIDQ2855513zbMATH OpenOpenAlexFDO

Authors Lihong Wang, Xi Chen

Publication date 25 October 2013

Published in Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/strm.2013.1093

zbMATH Keywords

asymptotic distributionsconditional least absolute deviationcount data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Additive outliers in INAR(1) models
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Conditional least squares estimation for the SINAR(1, 1) process
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation

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