Name
Abstract | ||
|---|---|---|
To better describe the data whose variance is greater than mean in time series analysis, this paper introduces the RCINAR(1) process with generalized negative binomial marginals. The related estimations of this process are considered using Yule-Walker, modified conditional least squares, conditional maximum likelihood and Bayesian methods. The asymptotic properties of the estimators are established. Some simulations are conducted to verify the proposed estimation methods and a real example is proposed to illustrate the advantages of our model. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1080/03610918.2018.1498891 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
Autoregressive process,integer-valued time series,parameter estimation,random coefficient | Journal | 49.0 |
Issue | ISSN | Citations |
6.0 | 0361-0918 | 0 |
PageRank | References | Authors |
0.34 | 2 | 3 |