Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
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Publication:5259152
DOI10.1080/03610918.2013.804556zbMath1315.62074OpenAlexW2026904106MaRDI QIDQ5259152
Publication date: 24 June 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.804556
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (10)
First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ On first-order integer-valued autoregressive process with Katz family innovations ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Statistical inference for the new INAR(2) models with random coefficient ⋮ Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model ⋮ First-order random coefficient INAR process with dependent counting series
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