First-order random coefficient mixed-thinning integer-valued autoregressive model

DOI10.1016/j.cam.2022.114222zbMath1483.62147OpenAlexW4221022258MaRDI QIDQ2122052

Yanyan Li

Publication date: 5 April 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2022.114222

zbMATH Keywords

asymptotic distributionsconditional least squaresmixed-thinningmodified quasi-likelihoodRCMTINAR(1) model

Mathematics Subject Classification ID

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

Cites Work

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