First-order random coefficient integer-valued autoregressive processes

DOI10.1016/j.jspi.2005.12.003zbMath1098.62117OpenAlexW1975874668MaRDI QIDQ2433828

Somnath Datta, Haitao Zheng, Ishwar V. Basawa

Publication date: 30 October 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.12.003

zbMATH Keywords

tablesrandom coefficient modelsmaximum likelihoodasymptotic distributionsquasi-likelihoodconditional least squaresINAR modelsthinning modelsmodels of count data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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