First-order random coefficient mixed-thinning integer-valued autoregressive model
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Publication:2122052
DOI10.1016/j.cam.2022.114222zbMath1483.62147OpenAlexW4221022258MaRDI QIDQ2122052
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
asymptotic distributionsconditional least squaresmixed-thinningmodified quasi-likelihoodRCMTINAR(1) model
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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