Name
Abstract | ||
|---|---|---|
We propose a new integer-valued time series process, called generalized pth-order random coefficient integer-valued autoregressive process with signed thinning operator. This kind of process is appropriate for modeling negative integer-valued time series; strict stationarity and ergodicity of the process are established. Estimators of the model's parameters are derived and their properties are studied via simulation. We apply our process to a real data example. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1080/03610918.2010.526739 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
Bootstrap,Generalized signed thinning,Integer-valued time series,Random coefficient,Strict stationarity and ergodicity | Journal | 40 |
Issue | ISSN | Citations |
1 | 0361-0918 | 1 |
PageRank | References | Authors |
0.48 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| yang | 1 | 15 | 7.73 |
| Haixiang Zhang | 2 | 64 | 12.19 |