Paper Info
Title
First-order random coefficient INAR process with dependent counting series
Abstract
In this paper, we propose a first-order random coefficient integer-valued autoregressive process with dependent counting series. Some moments and stationary ergodicity of the process are established. The maximum-likelihood estimators of the parameters of interest are presented. We conduct some simulation studies to assess the performance of our method. An example about crime data is provided for practical application.
Year
DOI
Venue
2022
10.1080/03610918.2020.1711950
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Asymptotic property, Dependent counting series, INAR model, Random coefficient, Thinning operator
Journal
51
Issue
ISSN
Citations 
6
0361-0918
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Jie Liu136.47
Haixiang Zhang26412.19