We propose a first-order random coefficient integer-valued autoregressive process with dependent counting series and a New Random Coefficient INAR(1)Process with Generalized Dependent Counting Series.Some basic statistical properties are established.The conditional least squares,Yule-Walker and maximum likelihood estimators of the parameters of interest are derived,and some asymptotic properties are presented.We conduct some simulation studies to assess the performance of our method.And example about practical data is provided for practical application. |