A zero-inflated geometric INAR(1) process with random coefficient.
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Publication:1745984
DOI10.21136/AM.2018.0082-17zbMath1458.62195MaRDI QIDQ1745984
Publication date: 18 April 2018
Published in: Applications of Mathematics (Search for Journal in Brave)
estimation; likelihood ratio test; mixture distribution; geometric minima; randomized binomial thinning; realization with random size
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)