Inference for random coefficient INAR(1) process based on frequency domain analysis (Q5259152)
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scientific article; zbMATH DE number 6449801
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| English | Inference for random coefficient INAR(1) process based on frequency domain analysis |
scientific article; zbMATH DE number 6449801 |
Statements
Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (English)
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24 June 2015
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frequency domain analysis
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integer-valued process
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Ljung-Box test
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random coefficient
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Whittle criterion
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0.830416202545166
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0.8208326101303101
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0.8155525922775269
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0.8039548397064209
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